Role description:

  • Design, Development of various modules and models involved in the Market risk projects.
  • Work with Risk management, Risk quants and methodology team to understand the business requirements and work towards robust and scalable application design.
  • Articulate technical design & solutions to non-technical / business users.
  • Ownership of project work during difference phases from initiation, development, unit testing to QA, UAT, Staging and Production.
  • Profiling of current application, new changes and identify areas of performance improvement and memory optimization.
  •  Writing Unit test cases (JUnit), documenting technical design and other operational procedures [sharepoint].

Skills, experience, qualifications and knowledge required:

  • Expert knowledge and a minimum of 8 years’ commercial experience in Java.
  • In-depth knowledge of concurrency / threading, profiling, memory footprint.
  • Experience working on distributed system and handling & processing of large scale data (trades, risk, market data etc).
  • Experience working with in-memory caching solutions (in-house built) or vendor-based products.
  • Able to troubleshoot problems in multiple environments in a stack with diverse technology.
  • Strong technical and analytical skills.
  • Excellent communication skills, ability to multi-task, and work towards tight deadlines.
  • Preferred Skills
  • Capital markets, Market & Credit Risk experience.
  •  Knowledge and experience working with Apache Hadoop, Spark, Hive, HBase, Sqoop and/or any related vendor-based big data products such as Pivotal Hawq/Greenplum, Cloudera Impala.
  • Knowledge and experience working in Python using scientific and data analysis libraries.

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