Java Developer- Contract
- Employer
- Alexander Ash Consulting
- Location
- London, United Kingdom
- Salary
- £500 - £900
- Posted
- Jun 02, 2023
- Closes
- Jun 24, 2023
- Ref
- 19724666
- Job Function
- Banking
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
The firm is undergoing a period of significant growth and investing in the technology team. The successful applicant will join a group of functionally aligned development teams reporting to the head of Risk and Middle Office IT working in a shared codebase to build best-in-class cloud-native solutions
Essential Responsibilities:
Development of core market risk systems including calculation and aggregation of Sensitivities, Stress Scenarios and VaR.
WORK EXPERIENCE/BACKGROUND:
Essential Responsibilities:
Development of core market risk systems including calculation and aggregation of Sensitivities, Stress Scenarios and VaR.
- The tech stack is primarily Java based
- MS SQL Server is used extensively so strong SQL and data analysis skills will be essential.
- The work will cover multiple asset classes and involves a wide variety of derivative instruments.
WORK EXPERIENCE/BACKGROUND:
- 5+ years commercial experience of hands-on Java development
- 3+ years commercial experience in a relevant area of finance, e.g. market risk or pricing analytics
- Comfortable with handling large volumes of financial data
- Experience with Stress scenarios, VaR, Margin calculation and other market risk management concepts