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Java Risk Developer

Java Risk Developer

  • Location

    London, England

  • Sector:

    Development

  • Job type:

    Contract

  • Salary:

    £550 - £650 per day

  • Contact:

    Hari Sopal

  • Contact email:

    Hari.sopal@harringtonstarr.com

  • Job ref:

    Java Risk Developer_1521195732

  • Startdate:

    ASAP

  • Consultant:

    #

Java Risk Developer

Java, Risk, C++, RISK, Pricing, Greeks, VaR, Rates and FX, OO, Multi-Threading, concurrency, algorithms, data. J2SE,

Contract Role - Investment Bank
£650 per day - 12 Month Contract

Harrington Starr is working with a Global Investment Bank who is looking to hire a Senior Java Risk Developer with extensive experience with RISK IT including Greeks and VaR to come and work on a front office trading desk to help build pricing libraries and algos for a Rates Trading Desk.

As a Senior Java Risk Developer, you will join a team of 6 Java Developers who are currently working on v8. You will be upgrading the current pricing platform for. Alongside that you will also be working with J2SE code to build algorithms for front office trading. This role sits with the business, so you also need to have very good knowledge of Greeks, VaR and good mathematics. You will be involved in all stages of development and have a deep understand of multi-threading and concurrency programming.

Key Skills:

  • J2SE Development experience (v7 /v8)
  • Background in C++ programming
  • Extensive experience with Concurrency and Multi-threading j2SE programming
  • Solid knowledge of Risk IT
  • Experience in building pricing libraries,
  • Experience in building algorithms for Rates products
  • Knowledge of NVP, Greeks, VaR and Curves.
  • Experience with JCache

This is a highly challenging and technical environment that will suit a solid J2SE 8 Java Risk Developer. Working alongside a talented team of 6 developers you will play an instrumental part of pricing projects. If you feel you would be able to meet the above expectations and have worked in similar projects, then you will be rewarded with a handsome day rate and a long term project that will go over 12 months. Please call Hari Sopal for the full spec.

Java Risk Developer

Java, Risk, C++, RISK, Pricing, Greeks, VaR, Rates and FX, OO, Multi-Threading, concurrency, algorithms, data. J2SE,

Contract Role - Investment Bank
£650 per day - 12 Month Contract