Financial Engineering Tech Lead
Posted on Apr 16, 2019 by Request Technology
A prestigious company is on the search for a Financial Engineering Tech Lead.
This individual needs to have 8+ years' experience developing in Java or C++. They need to have experience with high-performance or grid computing as well as working experience with numerical/quantitative systems. They will need to help build high performance risk analytics and platform trading systems.
- Design, develop, and support libraries written in Java, which form a computational engine used to manage and distribute risk analysis 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.
- Actively seeking opportunities to continuously improve the technical quality and architecture to respond to business needs
- 8+ 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.
- Experience with using Monte-Carlo simulations to value financial instruments, especially mortgages
- Experience with cloud computing and storage services
- Experience with C++ or Python