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Java Developer With Investment banking and Risk Management at Remote, Remote, USA
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From:
John,
Fluxtek
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Position: Java Developer With Investment banking and Risk Management

Duration: 12 + months

Location: 49th street New York (Hybrid Role and Only local candidates)

Experience: 9+

Description:

The Credit Risk Technology team provides services to support the business functions of Credit Risk Management and Credit Risk Analytics. Working in Credit Risk Technology gives a great opportunity, not only to develop innovative and challenging software solutions, but also to get an excellent understanding of all our businesses and products.

Successful candidates will work on the PRISM system which comprises ETL code written as Python-based gRPC services, C++ monte carlo pricing engines and aggregation services written in java. The team as a whole are working on an ambition multi-year project to move the PRISM platform to AWS, and combine the two different versions of the system (one for OTC products, the other for securities financing transactions, or SFTs) into one. In the course of doing this the C++ and java components are being rewritten to improve accessibility (for model validation), scalability, and extend the systems ability to model initial margin (SIMM) and perform SA-CVA calculations. The system changes will also include the replacement of a bespoke java aggregation service (and other supporting services) with an event-based architecture using ActivePivot as its aggregation engine.

Required:

Distributed counterparty credit risk calculations risk metrics based on PE/EE profiles

Deep java (8+) knowledge in multi-component Service Oriented Architecture

Development on Linux using distributed file systems

Standard SDLC dev practices: JIRA, data- & test-driven development, Agile, GIT, CI

Excellent communication skills (both written and spoken)

Ability to manage priorities and work independently

Highly numerate with proven problem-solving abilities

Desired:

ActivePivot or equivalent data aggregation platform

Apache Spark

Hosting applications / services in a cloud computing service (AWS, Azure, etc.)

The candidate will be part of a global team developing java services for PRISM with developers.

Thank You, ___________________________________________ John Chinthala

Technical Recruiter - Fluxtek Solutions Inc

D : 832 - 361 - 3756 Ext : 258 E:[email protected] https://www.linkedin.com/in/john-sung-chinthala-7b6b9523a/ Certified Woman-Owned Business Enterprise (WMBE)
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02:23 PM 08-Nov-22


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