Job description
Margo is seeking for Java Developer with Risk exposure to join teams within a a leading clearing house.
Our client is a leading clearing house, serving major international exchanges and platforms, as well as a range of OTC markets. In particular, the client is a leading CCP in Equity and Repurchase agreement (Repo) businesses, providing clearing services for most European Government debts (refinancing/repo transactions) and Equities trading venues (Exchanges and MTFs).
They work closely with market participants to identify and develop innovative clearing solutions.
Your Key Responsibilities
As part of the Repo & Exchanges Business lines, the Business “Risk IT” team is accountable for:
- Design and development of the backend engine for Risk IT
- Implementation of Market Data and Risk related projects
- Gathering of business requirements and agreeing between IT, App Support teams, businesses teams in RCL and Exchanges.
- Prototyping and developing front-end risk IT tools addressing various types of risk and financial products
- Analysis and implementation of performance improvements to the existing VaR/SPAN models across different products
- Maintenance and support of the existing risk libraries and risk simulators
- Provide 3rd line support for Risk Applications
- The role reports to the FLR Risk IT team lead.
A sound and efficient margin algorithm is essential in both meeting the risk standards of the company and making the service appealing from a trading perspective.
The department is looking to redesign Equity Risk platform and is looking to onboard a full stack developer to help in implementation of a Liability Approval Tool and Risk Additional Margins for equity products.
You are the successful candidate if
- Degree computer science-related disciplines.
- 2+ years of experience in the software development
- Strong programming skills (Java 8/Spring/Hibernate/Oracle)
- Spring Boot/Spring Data/REST/Linux / BASH
- Experience on risk and quantitative role.
- Development experience; involving vanilla product
- Experience in delivering production IT solutions
- Sound conceptual / technical knowledge of modern IT infrastructure stack
- Autonomy, problem solving skills
- Effective communication skills (written and oral).
- Ability to work with team delivery environment.
Interested? Motivated? Apply online at [email protected]
Margo Conseil
www.margo-group.com
Paris, France
Olivier Hémar & Xavier Lagarrigue
$25 to $50 million (USD)
201 to 500 Employees
Company - Private
Computer Hardware Development
2005