Description
The market risk applications here at Nomura are being redesigned to move from a monolithic, inflexible architecture to a distributed, responsive architecture capable of handling the increased demands placed upon it. The successful candidate will initially be responsible for integrating the stress testing functionality into the market risk system. In the longer term the candidate will be expected to play a key part in the migration from a monolithic Java/SQL application to a distributed architecture based on Hadoop/Spark with Gemfire caches and ActivePivot OLAP cubes.
Consequently, we are about to embark on an ambitious three year project to re-architect many of the systems across Risk technology.
Skills, experience, qualifications and knowledge required
- Java - core language, multi-threading, performance optimisation.
- Distributed, service-oriented architectures.
- Market Risk - VaR methodology, P&L attribution, stress scenarios.
- SQL Server and/or relational databases.