Description
Role Profile:
You will work as a Scala/Java developer involved in the full development life cycle, designing and developing functionalities for new and existing components of our risk systems.
Your main focus will be to deliver technology solutions for the firm's Fixed Income cash instrument business. During the migration from the existing Java-based system to the new cross-asset Scala based system, we aim at identifying deficiencies and providing a more accurate and more efficient calculation of securities such as corporate bonds, governments, and bond futures. As more products and metrics are supported by the new system, you will further enable the business with new capabilities on an advanced platform using cutting-edge technologies.
You will make use of your skills in software development, mathematical analysis and general problem solving, in a fast-paced and dynamic environment. You will work with distributed systems using grid computation and be responsible for all stages in the continuous delivery pipeline, including coding, testing, and production support. You will collaborate closely with the several global teams within the Credit Derivatives technology and Interest Rate Derivatives departments and interact directly with the business units, as well as the Firm's Middleware IT groups when using their frameworks/software.
You also have the opportunity to work on areas related to yield curves and interest rate analytics, which is fundamental to the analytic models of all financial products covered by our systems, which is great for developing a horizontal view of the systems.
Qualifications:
Strong Scala or Java, or evidence of excellence in other languages with a strong desire to learn Scala
Ability to understand new & abstract concepts, learn about them and create your own abstractions.
Strong analytical skills. Financial knowledge is a plus but not a must.
Ability to navigate a large and complex code base.
Data structures, design patterns, and multi-threaded programming.
Unit testing, continuous integration.