Download Credit Trading IT - Java/Scala Developer

7 North Mountain Avenue Montclair, NJ 07042 (973) 866-5800 [email protected]
Description: Fixed Income Derivative Products Group - Java/Scala Risk Systems Developer
The Fixed Income Derivative Products Group is focused on delivering the technology that allows the Firm
to continue to grow its highly successful derivative trading businesses - a key growth area for the Firm.
We require strong Java/Scala developers to work within a global team on the Credit Derivative and Cash
Credit Risk systems. We are recruiting to both optimize/enhance our existing Java risk system, and
develop new functionality in the greenfield Scala risk system we are building as part of the firms Pioneer
program.
The ideal candidate will have two or more of the following three areas of experience:
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Strong Core Java, including distributed systems development experience. For example,
experience of using and designing distributed caches or distributed/grid computation.
Experience with products such as Datasynapse, Platform Symphony, Akka, Coherence,
Infinispan, Cassandra etc. is an indication of the kind of tools we use and build.
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Scala development experience, including Collections. We are using internally developed
frameworks that build upon Scala Async and Scala Futures.
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Risk systems development experience, with experience of optimizing or developing Risk or P&L
calculations. We are not looking for underlying model library/pricer experience, but if you have
it will be a plus.
Our systems are based on highly concurrent grid and distributed caching technology so you should be
comfortable working in this kind of environment.
The role will involve all aspects of the software life cycle including gathering requirements from the
business, analysis of existing systems/functionality, design and implementation, all the way through to
production roll out and subsequent support. We need flexible candidates who are practical
technologists, show excellent problem solving skills and enjoy all aspects of software development.
Fixed Income business knowledge would be an advantage, but is not essential. A willingness and ability
to learn is. The successful candidate will work closely with the several global teams within the FI DPG
technology department and, when necessary, interact directly with the business unit and with the Firm's
middleware IT groups when using their frameworks/software.
Skills Required:
The ideal candidate will have at two or more of the following three areas of experience:
Strong core Java:
 Data structures, design patterns and collections
 Multi-threaded programming
 Java standard APIs
 Distributed systems
Scala:
7 North Mountain Avenue Montclair, NJ 07042 (973) 866-5800 [email protected]
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Core Scala APIs including the collections
Usage of implicit methods, parameters and classes
Functional programming idioms
Understanding of the performance characteristics of common Scala idioms
Risk systems experience
 Optimization of calculations
 Implementing new Risk calculations based on requirements from the business
Skills Desired:
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Good communication skills, experience of front office environments
Risk Aggregation
Scala Macros and/or Compiler plugins
Eclipse IDE ( we use 3.8 )
Gradle
Junit
Fixed Income business / analytical knowledge
OSGi bundle definition
Java performance and tuning
Grid computing frameworks
Distributed caching
Etrading process / connectivity knowledge
Unix/Linux shell