Java Developer mh2133

Java Developer

A dynamic Java developer is required to work on the FX options front office risk management system. The system is used globally by all FX options traders (vanilla and exotic) to manage exposure of the company’s trading books to FX options. The system is architected as large C++ data aggregation server talking to a Data Synapse grid and a Java SWING front end.

The system provides following functionality:

     Trading risk management reports (real-time)

     P&L attribution, explain and reporting (official end of day and real-time)

     Batch feeds to control functions (Finance, Credit, Market Risk)

     Middle office functions

The developer will work closely with the primary clients of the risk management system - the FX option trading desk. The developer will also work with control functions including Finance, Market Risk and Credit Risk departments which also actively use the system and its outputs.

The developer will work closely with other teams contributing to the risk management space, namely FX quant group, Quant development group and FX Derivatives Infrastructure team

As a member of the Risk Management development team, the individual will work closely with other developers and the project manager to deliver extension new functionality to the system to support a series of high profile programs underway across the company

The individual will be working across entire lifecycle from analysis to development, implementation, production rollout and second level support. This role is based on the trading floor and requires successful candidate to work closely with option traders to understand their needs and create and deliver efficient IT solutions to their problems.

The developer will take part in the redesign of the risk application replacing the legacy C++/CORBA services with a SOA based in Java while maintaining/supporting the existing code base.

Position Requirements:

A minimum of 6 years Java server side development

A minimum of 3 years OO Analysis and Design

A minimum of 3 years of UNIX experience

A minimum of 3 years working on a front office derivatives risk management system

Preferred Qualifications

Basic option modeling and valuation

Data Synapse or other commercial grid software

CORBA

Some exposure to C++ and/or C#

Four year bachelors degree or international equivalent

Unable to sponsor H1-B candidates