Java – Risk and Credit Developer – AVP recruitment

 Key Responsibilities: 

• Architecture, design and development of real time risk and pricing applications for bonds, CDS and loans in Java and .Net technologies.

• Coming up with and implementing a strategy for real time distribution of prices to various market channels.

• Analysis of business requirements for risk and computation across flow products; CDS, Indices, Bonds, Loans etc.

• Maintain close relationship with traders to understand and drive solutions. 

Key Relationships:

• Front Office; primarily flow credit trading desks.

• Research team to deliver high-quality integrated analytics.

• Colleagues in Technology teams supporting horizontal technology initiatives in the bank including market risk, production control and middle-office.

• Support Teams; developing relationships with Front Office support teams, providing L3 support, working pro-actively on Production Stability and monitoring

 Knowledge/Experience: 

• Experience with engineering real time pricing systems.

• Experience with distributed systems/service oriented architecture design and build.

• Proven experience of the full development life-cycle.

• Systems integration experience via ESB/Messaging

• Previous experience in the financial industry is strongly desirable, and knowledge of Credit derivatives and Bonds, experience with other products such as IR Swaps is an advantage.

• Previous experience of risk delivery or pricing and analytics integration is desirable.

 Skills: 

• Excellent proven software design skills.

• Strong programming experience in Core Java.

• Experience with .Net an advantage.

• Experience with messaging platforms like EMS, RV etc.

• Development experience with caching technologies such as EHCache, GigaSpaces, Coherence an advantage

• Proven experience with common open source packages: Spring, Apache Commons, Hibernate, Quartz

• Firm grasp of risk management and pricing and its application to the front-office desirable.

• Familiarity with complex financial analytics integration desirable.

• Strong verbal and written communications.