Contract - Java Developer - Real-time Pricing and Risk- Electronic Mar

London  ‐ Onsite
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Keywords

Description

Java Developer- Real Time Pricing and Risk- Electronic Market Making- London

(Java, Real Time, Messaging Middleware, JMS/TIBCO RV/publish/subscribe, Fixed Income)

Circa £800 per day + 12 Month Contract + Extension


This unique group at a world leading investment bank, is responsible for delivering a reliable, extensible, high-performance and cross-product Real Time trading platform that addresses Execution, Straight-Through Processing, Intelligent Pricing, Auto Quoting, Risk Management and Internal Markets.

The successful Java Developer- Real Time Pricing and Risk- Electronic Market Making- will be responsible for developing Real Time pricing and risk models for liquid rates products. They will also be responsible for re-use of analytical calculation modules, so those with an interest in quantitative/analytical aspects are encouraged to apply.

The required skills for Java Developer- Real Time Pricing and Risk- Electronic Market Making- (Java, Real Time, Messaging Middleware, JMS/TIBCO RV/publish/subscribe, Fixed Income)
Core Java, J2SE experience (+5 years)
Analytical interest and focus
Multithreading
Messaging Middleware (publish/subscribe, JMS, Tibco RV)
Perl/Shell Scripting.
Maven
Eclipse

Responsibilities for the Java Developer- Real Time Pricing and Risk-Electronic Market Making (Java, Real Time, Messaging Middleware, JMS/TIBCO RV/publish/subscribe, Fixed Income)
Develop high-performance cross-product electronic market making platform.
Developing and enhancing pricing and risk models, trading strategies and execution algorithms, and Real Time relative value analyses.
Maintain and develop common analytical library and develop analytic calculation modules and services.

The person: Java Developer- Real Time Pricing and Risk- Electronic Market Making (Java, Real Time, Messaging Middleware, JMS/TIBCO RV/publish/subscribe, Fixed Income)
Analytical skills
Strong verbal and written communication.
Ability to work in a team-oriented setting
Advanced degree in financial engineering, math, physical sciences or engineering is encouraged

Key words: Java Developer- Real Time Pricing and Risk- Electronic Market Making (Java, Real Time, Messaging Middleware, JMS/TIBCO RV/publish/subscribe, Fixed Income)
Primarily, an exceptional Java Developer with a passion quantitative/analytical aspect of electronic Market Making is of most importance to the client. Due to the unique nature of the role, those that have the required skill-sets are encouraged as there will be the chance for the candidate to learn on the job the more challenging and unique aspect of the role.

To apply for the Java Developer- Real Time Pricing and Risk- Electronic Market Making (Java, Real Time, Messaging Middleware, JMS/TIBCO RV/publish/subscribe, Fixed Income) in London;

Please send an up to date Resume or contact for more information.

Start date
November/December
Duration
12 + Rolling Contract
(extension possible)
From
Generic Network
Published at
02.11.2011
Project ID:
262747
Contract type
Freelance
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