Java/C# Developer recruitment
Murex 2.11 generates risk metrics for all asset classes that are traded (EQD, Commod, FX, IR, Credit).
Significant data workflows are required to setup and configure the risk simulations, with trade level risk exported from these Murex reports.
The role requires automations around these data workflows, server side solutions in Java that automate the EOD batch, re-runs, adjustments, non Murex trade feeds and monitoring with low level error handling requirements across a distributed Unix server architecture.
The candidate will be working with a team of Murex specialists who need the assistance of a technologist to automate Murex workflows. The downstream system, the Risk Warehouse consumes the Murex Risk trade risk metrics and a strong relationship will be required with this team who are developing a strategic distributed Microsoft Silverlight (C#) client backed by many services including sophisticated in-memory aggregations.
The candidate will initially be working on server-side Unix automations, but there will be work required in the Risk Warehouse to provide a GUI interface to the server-side services that have created the automations. Visibility of the Murex overnight batch will be traceable through this interface and it will also allow the Market Risk users to generate an adjustment and re-run workflow in Murex with automated downstream re-aggregation.
The role will expose the candidate to Murex Pricing, VaR, sensitivity analysis via stressed market data scenarios, and analytics of the model outputs for risk analysis.
Skills / Experience Required:
- Very strong core Java server side development experience, and developing interfaces between systems
- Experience with Hibernate and Spring and related technologies. Understanding of the limitations of each technology.
- Knowledge and use of test driven development methodologies
- Experience developing modular, extensible, re-useable components as part of a broad architecture ie. SOA development experience.
- Understanding of Data Architecture, esp. within Financial Markets – Instruments, Trades, Positions, Cash Flows etc.
- Strong Understanding of Database technologies, data modelling and solutions for large data sets.
- GUI development experience in Java or C#
- Exposure to C# and how it relates to Java including SOAP services
- Knowledge of financial markets fundamentals (Equity, Bonds, FX, Trading, Valuation, Risk)
- Good written verbal communication skills and ability to work as part of a small, distributed and dynamic team
Skills / Experience Preferred:
- Development and deployment experience using Distributed Caching technologies
- Agile project delivery methods
- Performance tuning of large data sets
- Java Programmer Certification and any other relevant certifications