The types of project undertaken by the team ranges from architecture decisions, regulatory driven, business process automation, intraday risk, to large scale risk and valuation impacting changes. This is a challenging and exciting opportunity to work within G10 Rates Risk Technology, cooperating with multiple trading desks, market risk managers and financial controllers to develop this strategically important platform.

Responsibilities:

• Working closely with business teams to define plans and solutions to provide a stable, agile, and user friendly risk platform
• Liaise with internal development teams including the common platform team to drive towards a world class risk application
• Deliver an architecture which will facilitate cumulative functionality to increase at a higher rate than it does today
• Deliver on time regulatory commitments
• Be proactive and ensure the software developed by the Team remains compliant with prescribed best practices
• Properly document work.

What we offer:

• Opportunity to work in an international, multi-cultural environment
• Access to the latest technologies, tools and large systems surrounding
• Cooperation with an experienced team and an excellent working environment
• The opportunity to develop yourself and participate in a variety of training packages
• Attractive conditions of employment and benefits

Skills & Experience:

Must Haves

• Solid knowledge of Java core - Collections, Concurrency, Memory Model, Garbage collection - 4+ years
• Demonstrable experience in actively contributing to project delivery for both small and large scale projects.
• English: Advanced/Fluent
• Strong communication skills, oral and written.
• Ability to apply sound technical skills and knowledge of the Rates business to develop creative solutions to meet client and business needs.
• Experience of test driven development and of continuous integration platforms.
• Ability to recognize and work with recursive data structures of different forms as well as an understanding of standard programming algorithms.

Nice to haves

• Experience working with scalable streaming platforms such as Beam, Flink, Spark or Samza
• Knowledge of financial derivatives pricing and risk, ideally of interest rate derivatives.
• Experience of working with commercial or in-house quant pricing libraries
• Understanding of Agile software development methodology