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ELT Risk Developer
Ref No.: 17-01726
Location: New York, New York
Position Type:Direct Placement
Start Date: 05/26/2017
Job description
Working on the next gen Risk and PL Valuation engine from the ground up.
This role provides exposure to internal workings of the analytical models and at the same time challenges one's technical quotient on how to extend these internal models to run them for large scale use cases.
Contribute in driving innovation in the risk reporting space. Perfect for those interested in big data, analytics and architecture design. We love effective, simple code and challenge each other on quality. The candidate is expected to have a passion for debating over the whiteboard and think a few years ahead. The job requires hands on experience with large production systems, working under tight deadlines and proving appropriate support.

Qualifications

Python, OOO, Relevant and Useful Unit Testing, Big Data, Eye for Design, Independent Thinker, Creative Experience working with FO Risk systems Knowledge of financial derivatives and risk management Working knowledge of the following technologies a plus Kafka, HBase, Spark Stream Working knowledge of any CEP engine a plus Strong mathematical skills are a plus.