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Financial Engineering Tech Lead

Posted on Sep 11, 2019 by Request Technology

Virginia, VA
IT
Immediate Start
$130k - $150k Annual
Full-Time

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.

Responsibilities:

  • 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

Qualifications:

  • 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.

Preferred Skills:

  • Experience with using Monte-Carlo simulations to value financial instruments, especially mortgages
  • Experience with cloud computing and storage services
  • Experience with C++ or Python

Reference: 755339958

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