Lead delivery of Risk enhancements for the Credit Structured Note Business by partnering directly with New York-based trading, MQA, Market Risk, and technology teams
Job Summary
Lead delivery of Risk enhancements for the Credit Structured Note Business by partnering directly with New York-based trading, MQA, Market Risk, and technology teams.
Own the full development lifecycle: architecture, design, implementation, automated testing strategies, release execution, and ongoing production support.
Guide the migration of compute workloads to AWS, implementing best practices for scalability, throughput, resiliency, and cost efficiency.
Matching Summary
Lead delivery of Risk enhancements for the Credit Structured Note Business by partnering directly with New York-based trading, MQA, Market Risk, and technology teams.
Salary
Base: $142,320.00 - $213,480.00; Bonus/Equity: Not specified; Benefits: Not specified
Skills & Requirements
Must-have
Core Java, J2EE, Spring Framework
Python scripting and data analysis
Microservices, APIs, Container technologies
Kafka, JMS, gRPC messaging
JVM tuning and performance optimization
Linux / Unix proficiency
Generative AI tools integration
Nice-to-have
Credit Linked Notes (CLN) knowledge
AWS best practices
Follow-the-sun collaboration model
Key Requirements
Strong experience in Core Java, J2EE, Spring Framework
Hand-on experience in Python scripting and data analysis
Experience in fast moving Capital Markets Front Office technology environment
Experience with Microservices, APIs, and Container technologies
Experience with messaging technologies such as Kafka, JMS, gRPC
Proficient in latency measurement and performance optimization
Experience with observability stacks like ELK, Prometheus, Grafana
Sound knowledge for persistence technologies
Hands-on knowledge of Linux / Unix
Experience working with senior Quants and Technology Managers
Bachelor’s degree/University degree or equivalent experience