About
Job Description
Job Description:
Equity Linked Technology (ELT) sits within Front Office, providing Pricing, Risk, and Trade Management services to the Global Equity Derivatives business. This business includes trading desks ranging from high-volume vanilla flow and index, to structured exotics. The Risk and P&L Technology group within ELT, delivers EOD, on-demand, and ticking, risk reporting solutions to the these desks, giving the business an up-to-date picture of their present exposure to various forms of risk.
The Team
The Risk and P&L Reporting team delivers on-demand and ticking risk reports solutions to Equity Derivatives trading businesses across all regions. Both Equity Derivatives and firm-wide intraday risk capabilities are undergoing a multi-year transformation program, consolidating risk calculation on Quartz, whilst updating and refreshing the surrounding architecture. Requirements range from high-frequency ticking views for the flow business, to highly complex, customizable risk reports for exotics desks. The technology stack is primarily Java for P&L, aggregation and reporting, interfacing with our proprietary trading platform, Quartz (Python), for risk calculation. The Reporting team largely looks after the Java applications, but also some Python components.
The Role
We are looking for a strong OO developer, with strong Java and ideally some Python experience. The individual will liaise with users to define, develop and deliver new requirements across a wide range of risk based projects.
Essential Skills
* 5+ years of Java/OO Development - experience in development of concurrent and distributed systems, and a track record of delivery over complex problem areas
* Pricing and Risk knowledge - Equity Derivatives preferred
* Agile SDLC - a keen interest in identifying and improving the software development process with a dev-ops mind-set
Nice to have
* Designed or worked on risk platforms
* Python experience
* Knowledge of the structure and pricing of derivative products
Posting Date: 02/15/2019
Location: New York, NY, 250 VESEY ST (NY3004), - United States
Travel: No
Full / Part-time: Full time
Hours Per Week: 40
Shift: 1st shift