Financial Software Engineer - Java
Posted on Jul 6, 2020 by Request Technology
*This is a permanent full time role*
A fortune 500 company is on the search for a Financial Engineer. This role is revolved around Java development but other languages are acceptable like python or C++/C#. The selected candidate will combine strong software development, quantitative analysis, and collaboration skills to help build high-performance risk analytics platforms, trading systems, and financial model application components/frameworks.
- Design, develop and support libraries written in Java, which form a computational engine used to manage and distribute risk analyses for a variety of financial instruments
- Design and develop new code, review existing code changes, and implement automated testing to ensure standard technology development practices are met
- Must have AWS cloud web and non-web applications experience to develop and create next generation cloud based high performance risk analytics platforms and trade systems.
- Design develop and support libraries written in Java numerical quantitative systems writing automated unit testing.
- At least 5 years of experience developing in Java or C++
- BS in Computer Science or equivalent experience
- Experience with high-performance or grid computing
- Experience working with numerical/quantitative systems
- Experience writing automated unit, integration, regression, performance and acceptance tests
- Solid understanding of software design principles, including knowledge of how to refactor Legacy code
- Experience with using Monte-Carlo simulations to value financial instruments, especially mortgages
- Broad knowledge of Fixed Income finance, including mortgage-backed securities and interest rate derivatives
- Experience with cloud computing and storage services
- Experience with C++ or Python
- Strong quantitative skills (statistics, econometrics, linear algebra)