Financial Engineering Tech Lead
Posted on Nov 14, 2019 by Request Technology
A prestigious company is on the search for a Financial Engineering Tech Lead. This individual needs to have experience with Java, Python, and C++ development, developing a platform, a framework, and a library. Java experience is preferred over Python and C++. This person needs to have at least 8+ years of Java experience and managerial experience. They will be developing and creating next generation cloud based grid. They will be computing, reengineering all quantitative models, building high-performance risk analytics platforms trading systems.
- Design, develop, and support libraries written in Java, which forms a computational engine used to manage and distribute risk analyses for a variety of financial instruments.
- Design and develop new code and review existing code changes.
- Continuously improve the technical quality and architecture to respond to business needs
- At least 8 years of experience developing in Java or C++
- BS in computer science or equivalent experience
- Experience with high performance or grid computing
- Experience with numerical/quantitative systems
- Experience writing automation unit, integration, regression, performance and acceptance tests
- Understanding of software design principles, including knowledge of how to refactor Legacy code
- Experience using Monte-Carlo simulations to value financial instruments especially mortgages
- Broad knowledge of Fixed Income finance, mortgage backed securities and interest rate derivatives
- Experience with cloud computing and storage services