A great opportunity for an experienced Java Developer, working with a leading international invest bank.
Background
The Risk Valuation Group is responsible for performing the Independent Price Verification (IPV) which revalues all the firms’ positions using independent market data as inputs. In addition to this, they are also responsible for classifying the balance sheet into fair value hierarchy levels based on the observability of the market inputs used to price the trade.
There is a requirement to automate and standardize this complex process which will require work to:
- Create a market data store required to prove observability.
- Clean, classify and enrich the market data.
- Define rules of observability.
- Link the observability data with market inputs used in pricing
This team is part of the Finance Technology team which is distributed globally across London, Budapest and Bangalore. This team works very closely with their counterparts in risk systems technology.
Technology
- The Finance Technology team is a Scala and Java shop. The applications that they develop and manage are either developed in existing risk platforms within the firm or are built ground up, primarily in Scala with occasional Java. They make use of other technologies such as Spark, Hazelcast, and MongoDB. They do behavior and test driven development and follow agile practices.
- On the UI side some of their applications are written in WPF and others in TypeScript using Angular applications.
Job Description
- They require a motivated software developer to help them build a Valuation Control framework within the front office Risk Systems. You will work as part of the team to source in independent market data, transform it and then build a process to classify their positions into Fair Value Hierarchy. A big part of the work will be within the highly scalable risk systems, which are built in Scala. You will also work on creating UIs for visualizing the IPV information. This will require cooperation with the VC controllers and the front office teams.
Responsibilities
- Design and Implement applications to perform the FVH classifications
- Ensure quality and stability of the software being built through automated testing and documentation
Required Skills:
- Strong programming foundations
- Good understanding of complex end to end data pipelines
Desired Skills:
- Experience in Scala, Java or other similar languages
- Experience delivering complex projects within and across a large organization
- Experience building UI systems
- Knowledge of cloud development
- Python knowledge
