Senior Java Developer

at  Luxoft

PROJECT DESCRIPTION

We are looking for engineers to join the Rates Risk Technology Team that is developing real time risk system. The application serves a wide variety of stakeholders such as Traders, Risk Managers and Financial Controllers and its mission is to provide accurate and timely valuations of trades and their sensitivity to market factors. The types of project undertaken by the team ranges from architecture decisions, regulatory driven, business process automation, intraday risk, to large scale risk and valuation impacting changes. This is a challenging and exciting opportunity to work within G10 Rates Risk Technology, cooperating with multiple trading desks, market risk managers and financial controllers to develop this strategically important platform.

SKILLS

Must have
5+ years of Java experience with solid knowledge of Java core
Collections, Concurrency, Memory Model, Garbage collection, including Java EE servlets, Lambda and Streams
Demonstrable experience in actively contributing to project delivery for both small and large scale projects.
Strong communication skills, oral and written.
Ability to apply sound technical skills and knowledge of the Rates business to develop creative solutions to meet client and business needs.
Experience of test driven development and of continuous integration platforms.
Ability to recognize and work with recursive data structures of different forms as well as an understanding of standard programming algorithms.
Nice to have
Knowledge of Spring
Working experience with JDBC template, Non SQL (Mongo), Docker
Knowledge of financial derivatives pricing and risk
Experience of working with commercial or in-house quant pricing libraries

Building new components that will integrate with existing infrastructure
Building components for data analysis and tooling
Liaise with Bank internal development teams based in Canada and Poland to drive towards a world class risk application
Deliver on time regulatory commitments
Be proactive and ensure the software developed by the Team remains compliant with prescribed best practices
Properly document work