Counterparty Risk Java Developer Job Details
Industry:
Other
Job Type: Contract
City: -- London
Salary: £132,000 - £158,400 per Year
Post Date: 09/09/2011
Job Description: Counterparty Risk Java Developer - Java, Maven, multithreaded, asynchronous, distributed systems, Data Synapse grid, Oracle Coherence, Monte Carlo systemsThe successful candidate will join a newly formed team working on the creation of a Multi-Step Monte Carlo Risk Engine to support the Credit Business. The project is very high profile and is seen as a key delivery for the bank in meeting the Basel III requirements.The role is very demanding as it is high profile project for the bank and extremely challenging as the problems are very complex. The role involves working in partnership with FO quants, system architects, High Performance Computing team, and delivery teams for other components.Active contribution to the team on design, architecture choices, performance optimisationsDevelopment of multi step Monte Carlo simulation framework, model calibrations and pricing interfacesServer side Java development with use of Data Synapse and Coherence technologiesSubject matter expert on Risk Engines calculating counterparty derivative exposure using Monte CarloHighly test driven approach, comprehensive test suite is one of project deliverablesCounterparty Risk Java Developer - Java, Maven, multithreaded, asynchronous, distributed systems, Data Synapse grid, Oracle Coherence, Monte Carlo systems
Company Name: Cititec Associates Limited
Job Type: Contract
City: -- London
Salary: £132,000 - £158,400 per Year
Post Date: 09/09/2011
Job Description: Counterparty Risk Java Developer - Java, Maven, multithreaded, asynchronous, distributed systems, Data Synapse grid, Oracle Coherence, Monte Carlo systemsThe successful candidate will join a newly formed team working on the creation of a Multi-Step Monte Carlo Risk Engine to support the Credit Business. The project is very high profile and is seen as a key delivery for the bank in meeting the Basel III requirements.The role is very demanding as it is high profile project for the bank and extremely challenging as the problems are very complex. The role involves working in partnership with FO quants, system architects, High Performance Computing team, and delivery teams for other components.Active contribution to the team on design, architecture choices, performance optimisationsDevelopment of multi step Monte Carlo simulation framework, model calibrations and pricing interfacesServer side Java development with use of Data Synapse and Coherence technologiesSubject matter expert on Risk Engines calculating counterparty derivative exposure using Monte CarloHighly test driven approach, comprehensive test suite is one of project deliverablesCounterparty Risk Java Developer - Java, Maven, multithreaded, asynchronous, distributed systems, Data Synapse grid, Oracle Coherence, Monte Carlo systems
Company Name: Cititec Associates Limited
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