Tech Lead Java Quant - Financial Services - London - £700-750
A leading financial services institution is looking for a Tech Lead Java Quant to take ownership of the delivery of working software into their systemically critical platform. This platform encapsulates the risk and margining calculations and is core to the biggest services. It is central in plans for new product offerings and is undergoing significant development. You will be working in a first class working environment at the centre of the financial community on challenging projects.
- Take ownership of the analysis, design, build and delivery of software components written in Java and Electron.
- Enhance the underlying analytics libraries to onboard new products for the calculation of PV, Risk sensitivities, Margin. Determine a strategy for modularising the offering.
- Lead the evolution and development of the platform offering as it transitions to be a full cross service software offering.
- Collaborate with fellow developers, financial market infrastructure experts, testers, architects and operations teams to deliver working solutions.
- Interact with business stakeholders (Risk and Product) in order to iterate on specifications and test/evaluate output of the Quant library.
- Continue to evolve the architecture and design between the Java quant libraries and the electron front end.
- Assimilate, challenge, help refine and then apply our architectural principles around scalability, security and fault tolerance.
- Develop a deep understanding of the mechanics of clearing and apply this knowledge.
- Strong experience as a Java or Murex developer within the Clearing or Financial Services industries.
- Demonstrable experience working with clearing and interest rate derivative pricing, risk and clearing margin calculations.
- Expert level knowledge of initial margin and addon calculations across clearing services.
- Expert level knowledge of Java 8+, Spring, Spring Boot and related technologies.
- Expert knowledge of CI toolset including Maven/Gradle or similar, Jenkins/TeamCity or similar, and git.
- Expert knowledge of XML, JSON and related technologies. Good understanding of FpML.
- Experience of developing complex, high throughput Java code using TDD or BDD.
- Ability to review and constructively critique colleagues' code and designs.
- Experience of PL/SQL and good understanding of Oracle or other relational database systems.
- Knowledge of agile or lean software development within a small to medium sized team.
- A pragmatic understanding of the latest micro service based architectures and supporting infrastructure.
This is a very exciting opportunity for a skilled and effective Senior Java Quant Developer looking for a new challenge within an innovative global company with a wealth of expertise and knowledge.