Java Developer - Engine

The Mission

In the Financial Market environment, building a platform integrating your own pricing and risk models is crucial to stay in control of your risk while keeping a competitive edge. Our partner has taken up the challenge by initiating the building of the Pricing Architecture (IPA) platform.

The Pricing Architecture (IPA) platform consists of service-oriented components that will enable the real-time and portfolio calculations of financial risk metrics and simulations (e.g. VaR, Expected Shortfall, Bilateral Margining) which are driven by new ECB regulation as well as advanced Risk analysis on the derivative product portfolio of Financial Markets (interest rates, credits, foreign exchange). This will be a key platform in the IT landscape for our global dealing rooms, with over 10 scrum teams cooperating towards one Financial Markets IT landscape.

The product you'll be working on is focused on delivering solutions for sales, traders, and risk managers. We are specialized in derivative products, covering multiple asset classes (equities, commodities, interest rates). Our business users are in London, Amsterdam, Brussels, New York, and Singapore. Our partner is building applications to automate the whole flow from client quote requests, to pricing, booking, and risk management as much as possible.

As a Senior Java Developer, you will:

• Work with Java 8 with a strong focus on data structures, algorithms, and design patterns
• Have a good understanding of parallel programming and code optimization
• Work with Microsoft SQL Server and T-SQL
• Create and maintain existing Swing interfaces that will be used by FM Risk Managers and Traders
• Be involved in CI/CD activities using Gradle, Git, RedGate, and Azure DevOps
• Have a performance mindset in terms of being familiar with garbage collection fine-tuning, application profiling, processing and transferring large data sets and facilitating real-time results,
• Have a focus on quality while working with testing methodologies and frameworks in order to build both Unit Tests and Integration Tests
• Use a Windows deployment environment and be responsible of application scripts.

Your key competencies:

• Excellent team player in an international team, quality-focused, service-oriented, eager to learn and to coach others;
• You are curious and understand the latest developments in the technical and financial services;
• You have a good understanding of banking in general or you are passionate about learning it;
• You are able to discuss with your stakeholders and product owner about features and stories and can translate these into software with real business value;
• You have a good understanding of Software Architecture;
• You have experience in Continuous Delivery.

What you bring to the team:

• A University degree in Computer Science, Cybernetics, Software Engineering, Financial Engineering or equivalent;
• 5+ years of Java software engineering experience;
• Advanced knowledge of Java;
• Experience with any dependency injection framework (e.g. Spring);
• Experience in developing automated testing;
• Familiarity Azure DevOps or similar tools such as Confluence, JIRA, Fortify, Gitlab, Jenkins, Maven;
• Experience or affinity with IT Security concepts;
• Good communication skills, in English and Romanian; French may be a plus
• Strong analytical skills, proactivity, and willingness to share knowledge with others;
• Experience in SQL and relational modeling;
• End-to-end ownership mindset: Independent and autonomous in completing tasks, taking responsibilities whenever needed as always striving for consumer value;