Software Architect

Posted on Nov 8, 2019 by Levy Associates Ltd

Amsterdam, Noord-Holland, Netherlands
Immediate Start
Annual Salary

Software Architect - Financial Markets Pricing Architecture

The Mission

We are looking for a Software Architect with excellent development skills/experience. We are searching for someone that can have both the technical overview/roadmap of the IPA domain as well as the willingness and knowhow to technically support squads in multiple countries. Your role would be to safeguard and improve the engineering and architectural integrity of our in-house developed Pricing & Risk platform.

The Pricing Architecture platform consists of 6-8 components that enable Real Time and batch calculations of financial risk metrics and simulations (eg CVA, PFE, Value at Risk, Expected Shortfall, Bilateral Margining, pre-deal derivatives Pricing). These calculations are driven by new ECB regulations, as well as advanced Risk analysis on the derivative product portfolio of Financial Markets (interest rates, credits, foreign exchange). The IPA platform is at the heart of the IT landscape for our global dealing rooms (Asia, Europe, Americas) with 10 scrum teams working together towards one Financial Markets IT landscape from 3 locations, Amsterdam, Brussels, and Bucharest.

As a Software Architect you will:

  • Contribute to the design and development of our distributed systems built using both traditional Oracle databases as well as distributed caching and computing based on Apache Ignite
  • Assist in the design and development/implementation of a best in class integration and regression tests framework and suite.
  • Assist the squads in designing/integrating one User Interface/Portal to expose all customer journeys and calculation services of Competitive Pricing (pre-deal exotic pricing, XVA, SIMM, VaR, etc)
  • Assist the squads to design and develop a One-Engine (framework) and a more optimized GPU calculation engine using the newest development frameworks for resource optimization (available for P100 GPUs)
  • Knowledge of ETL frameworks and optimizing performance and resource utilization, with the vision to move towards one-ETL solution.
  • Together with the squads explore new development methods such as the adoption of (eg NVidia) supplied Docker images for GPU development
  • Will use your analytical and software engineering skills to develop MVP's to gain adoption for your ideas

Java, including Functional programming

  • Linux, virtualization, containerization, Docker, Kubernetes (or OpenShift)

Your day-to-day

We expect you to be responsible and take ownership together with your colleagues in Amsterdam, Brussels and Bucharest. Be open, honest, communicate clearly and be eager to learn.

Your key competencies:

  • The drive to understand (international) colleagues of your team, focused on delivering working software together, eager to learn.
  • Ability to understand the landscape of a large initiative like IPA, within an even larger domain of Financial markets & Group Treasury
  • You are curious about latest technology trends and practices in software engineering, love to try new tools/frameworks/paradigms, regularly check out tools that can boost your productivity
  • You have experience in Continuous Integration & Continuous Delivery tooling/practices.
  • You have excellent expertise both theoretical and practical of utilizing enterprise integration patterns

What you bring to the team

  • A University degree in Computer Science, Software Engineering or equivalent
  • 10+ years of software engineering experience, with working proficiency in at least two of high-level programming languages (Java/Scala/Kotlin/C++/C#/JavaScript/TypeScript/Python).
  • Good communication skills in English
  • Strong analytical skills, proactivity and ability to work in cross-border international teams
  • Knowledge of IT Security and Risk concepts and proven track record of designing/building application platforms that have security Embedded into the core.

Reference: 791649864

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