Front Office JAVA Developer - Asset Class

  • GBP750 - GBP800 per day + Negotiable
  • London, England, United Kingdom
  • Contract, Full time
  • South Africa GSC
  • 13 Feb 19

The primary aim of the FX and PM Derivatives IT team is to develop and support the IT systems that allow the business to be successful. Risk Management is an obvious focus of the team, where the main responsibility is to develop and support the primary trading systems for front office users as well as associated support groups that allow the business to function.

The purpose of the role:

Engineering and enhancement to Valuation and Risk strategic Compute platform

Optimisation and maintenance of existing Compute platforms.

TECHNICAL KNOWLEDGE:

  • Java mastery essential, will have experience of working with a wide range of supporting library sets
  • Distributed, high performance computing
  • Enterprise messaging (Solace)
  • DevOps practices
  • FX Derivatives pricing, knowledge of factors impacting valuation and risk measures (greeks)
  • FX Options trading environment and trade lifecycle
  • Worked directly with FO / Quants
  • Market Risk regulatory reporting, VaR, FRTB

BUSINESS KNOWLEDGE:

  • Exposure to FX Options Front Office trading environment
  • Detailed understanding of FX Options market, conventions, market data, valuation models, risk metri
  • Spring
  • VaR reporting
  • Grid computing - DataSynapse
  • UNIX/LINUX
  • Market Data Technologies (Reuters, Bloomberg)
  • JN
  • Excel
  • Sybase, Oracle
  • Enterprise Cloud platforms