Java, Data Synapse, Risk Analytics, Monte-Carlo simulations, Derivatives, Front Office, Investment Bank recruitment

Several Java developers are sought after to work in a new team that is being created for a leading European Investment Bank to develop a greenfield strategic risk engine. This platform will provide Monte Carlo based calculations for Credit Risk (cross-asset) and Counterparty Exposure Management desk functions. The calculations will be used by Front Office analytics libraries.This job includes the following responsibilities:*Active contribution to the team on design, architecture choices, performance optimisations*Participation in interviews when hiring developers*Development of multi step Monte Read more […]

May 3, 2012 • Tags: , , , , , , , • Posted in: Financial • Comments Off on Java, Data Synapse, Risk Analytics, Monte-Carlo simulations, Derivatives, Front Office, Investment Bank recruitment