Job description

The Market Risk Team develops software to measure and monitor market risk and capital for the firm's global portfolio. We are responsible to calculate the market risk of the firm. Based on the daily positional data, we run simulations to predict the amount of money the firm might potentially lose over different time horizons. Our clients include senior management, risk monitors, Market Risk research and traders. Responsibilities of the position comprise of design and implementation of distributed risk engines and services in a multi-tiered data-centric environment in Java utilizing XML and DB2. Daily tasks will include design, develop and support scalable and highly parallelized applications and services on a Linux based distributed architecture processing large data volumes. The ideal candidate will have exposure to building well-architected, distributed, scalable solutions and a strong knowledge of Linux. Experience with large relational databases and a good grasp of SQL/SP is necessary. The candidate will also be proficient in scripting to organize/analyze large data sets We are looking to expand our team with a smart and highly motivated team player. The Market Risk team is responsible to build highly scalable and computationally intensive systems dealing with large volumes of data. The ideal candidate will be capable of collaborating with people around the world. The candidate would be a self-starter and motivated to explore ideas to come up with innovative solutions in a fast paced environment. Skills Desired (Nice to have): Exposure to business rules management system like Drools or JRules Good Math/Statistics knowledge Autosys Risk/Financial Systems experience Internal Notes: Must be good on the fundamentals of java. Need someone who has dealt with large amounts of data in the past. Qualifications Skills Required (Must Have): 3+ Years hands on experience of core Java, XML/SOAP 3+ Years RDBMS/SQL experience 3+ Years Linux/Unix/ksh/Perl experience OO Relational Modeling skills Excellent analytical ability Aptitude for financial products and systems Proficiency in data analysis tools Strong computer science fundamentals Distributed systems architecture Strong collaboration and communication skills • Good comm skills are a big priority • Duration: 12+ Month • Interview process: online testing, 5 min phone screen with HR, skype interview

Requirements

Must-haves

Responsibilities of the position comprise of design and implementation of distributed risk engines and services in a multi-tiered data-centric environment in Java utilizing XML and DB2.
Daily tasks will include design, develop and support scalable and highly parallelized applications and services on a Linux based distributed architecture processing large data volumes.
The ideal candidate will have exposure to building well-architected, distributed, scalable solutions and a strong knowledge of Linux.
The Market Risk team is responsible to build highly scalable and computationally intensive systems dealing with large volumes of data.
The ideal candidate will be capable of collaborating with people around the world. The candidate would be a self-starter and motivated to explore ideas to come up with innovative solutions in a fast paced environment.
Exposure to business rules management system like Drools or JRules Good Math/Statistics knowledge Autosys Risk/Financial Systems experience
Must be good on the fundamentals of java. Need someone who has dealt with large amounts of data in the past.
3+ Years hands on experience of core Java, XML/SOAP
3+ Years RDBMS/SQL experience
3+ Years Linux/Unix/ksh/Perl experience OO
Relational Modeling skills
Excellent analytical ability Aptitude for financial products and systems
Proficiency in data analysis tools
Strong computer science fundamentals Distributed systems architecture Strong collaboration and communication skills
Good comm skills are a big priority
Duration: 12+ Month
Interview process: online testing, 5 min phone screen with HR, skype interview

Nice-to-haves

None flagged.

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Keywords to mirror

javasql

Platform: smartrecruiters
Effort: medium