Compensation: $115,530.00 - $170,900.00 /year *
Employment Type: Full-Time
Industry: Information Technology
New York, NY
Enterprise Data & Analytics Technology group (EDA) develops and operates a set of front-to-back applications that support P&L and market risk calculations for all Global Markets businesses. The EDA Calculation Framework team owns and develops the core technology components which enable analytics for these applications to run the EDA Platform.
The EDA Platform stores the firm-wide canonical risk results, P&L values and reference data across all Global Markets business lines. On top of this we develop and support a graph-based calculation layer which enables on-demand risk and scenario calculations to both front office and risk management users.
Along with the data store and calculation layer the team also develops Risk Data Algebra (RDA) a suite of software which enables the aggregation and manipulation (slicing & dicing) of large volumes of data and the representation of that data into consistent GUIs and reports. All of this technology is underpinned by our Risk Definition Language (RDL) which describes all the data structures within the EDA Platform.
The team is looking to grow in 2019 to underpin its position as the key enabler of Major International Investment Bank Global Markets business to meet current and future regulatory reporting requirements whilst providing the next generation calculation and analytic layer for the firm's risk reporting needs and adopting Cloud technology.
We are looking for an experienced Java developer to join the EDA Calculation Framework team. The key responsibilities of the role are:
Work closely with the Calculation Framework team to enhance the Java components in our distributed computation platform
Improve the Java components underpinning automated deployment and other tools
Coordinate with the Calculation Framework team to integrate the Java services seamlessly into the .NET calculation components
Collaborating with all teams of the EDA Technology group to continuously enhance the EDA Platform
Bachelor's or Master's degree in Computer Science or related technical subject (Engineering or Physics for example)
Proactive and eager to be challenged including a demonstrable ability to follow issues through to resolution.
Flexible and adaptable, being willing to move focus between components and projects easily.
Solid interpersonal and communication skills
Desired: 5-10 years' experience of designing and developing risk management or similarly quantitative software solutions at a Top-Tier investment bank
Essential skills (not all are necessarily required if otherwise a good fit for the role):
Strong design and distributed computing development skills in Java
Continuous Integration and Test-Driven Development approach to software development
Solid understanding of standard containers and algorithms
Multi-threaded and asynchronous server development
Experience implementing Web UIs (e.g. Angular framework) and Web UI backend servers
Experience working with, or in, a Quant team
Experience with .NET and / or functional programming paradigms
Experience with memory and performance profilers
Distributed Computing, Micro services, and Cloud deployment
A good understanding of the HTTP stack on Linux / Java
- provided by Dice
Associated topics: algorithm, back end, c c++, c++, develop, developer, matlab, php, programming, python
* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.
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