Java Developer- Contract

The firm is undergoing a period of significant growth and investing in the technology team. The successful applicant will join a group of functionally aligned development teams reporting to the head of Risk and Middle Office IT working in a shared codebase to build best-in-class cloud-native solutions

Essential Responsibilities:

Development of core market risk systems including calculation and aggregation of Sensitivities, Stress Scenarios and VaR.

• The tech stack is primarily Java based
• MS SQL Server is used extensively so strong SQL and data analysis skills will be essential.
• The work will cover multiple asset classes and involves a wide variety of derivative instruments.

WORK EXPERIENCE/BACKGROUND:

• 5+ years commercial experience of hands-on Java development
• 3+ years commercial experience in a relevant area of finance, e.g. market risk or pricing analytics
• Comfortable with handling large volumes of financial data
• Experience with Stress scenarios, VaR, Margin calculation and other market risk management concepts