Java Engineer

The successful candidate will join a team that designs and develops an equity derivatives pricing and risk system and will work hands-on with other developers, QA and production support teams. The team interacts with key stakeholders such as Portfolio Managers, Middle Office and Risk Managers. Must be a very strong hands-on developer. Must have good understanding of pricing and risk functionalities of a trading system. Must have experience in API level integration with quant model libraries. Must have excellent communication skills and be a team player.  Experience working in a Unix/Linux environment is a must.

Principal Responsibilities:

•             Job requires building/maintaining an equity derivatives ticking risk system and its various calibration processes and workflows.

•             Job requires building pricing services wrapped around quant model libraries

•             Writing documentation.

•             Testing code via approved frameworks.

Qualifications/Skills

•             Expert level Java and good C++ skills

•             Server-side coding experience of at least 5 to 10 years.

•             Deep understanding of concurrent, multi-threaded application environments.

•             Expertise in Object Oriented design, Design Patterns, Unit & Integration testing.

•             Experience in developing real-time pricing/risk applications.

•             Experience with middleware messaging platforms is required.

•             General market knowledge of equity derivatives is desired.

•             5+ years of working with financial positions data and market data.

•             Knowledge of Unix/Linux is required.

•             Knowledge of Agile/Scrum development methodologies is required.

•             B.S. in Computer Science (CIS) or Mathematics or Physics.

•             Demonstrates thoroughness and strong ownership of work.

•             Good team player with a strong willingness to participate and help others.

•             Strong communication skills.

•             Documentation writing is a must.

•             Quick learner.

•             Cope with pressure, ambitious team members and changing project priorities