AddressWe have a excellent opportunity with one of the Top Investment Bank in Bangalore/Mumbai .
Experience : 12+ Years
Location: Bangalore
Designation: VP/ SVP/ Executive Director
Description:
Counterparty Risk and Margin (CPRM) practice area is responsible for managing and mitigating the firm's global counterparty risk. We develop multi-asset class risk calculators and portfolio margining strategies for the Prime Brokerage, Institutional Equities desk, OTC Clearing and the Global Wealth management divisions of The Client. Our applications and systems are used by our external hedge fund clients as well as internal (Client's) Risk managers for managing portfolio risk. Some of the key functions of the Risk system include computing product and portfolio level VaR (Value at Risk), market stress scenarios, Greeks, sensitivities and portfolio back testing. Our margin calculators leverage risk analytics to compute risk based margin numbers for different trading strategies such as stat arb, volatility arbitrage, and Convertible arbitrage, Rates, Commodities and FX. We work very closely with risk desks across the globe and the successful candidate will have the opportunity to work directly with risk managers and implement their requirements.
In 2015, we have a number of strategic initiatives planned for the risk and margin platform, ranging from the core margin calculation engine rearchitecture to moving from the end of day batch driven margin system to a real-time based one, to developing a stand-alone instance of the margin platform to support the entire Client's Wealth Management business. Current margin calculation engine processes several millions of trades per day and computes margin requirements for those in both real-time and end-of-day mode. Rearchitecture of this engine is key to expanding the platform and successful candidate will be working directly on the build out of the new platform. We are a global team with significant presence in London. Team follows agile development methodology and is always looking to utilise the latest available technology for all the new projects that we're undertaking, from latest no-sql databases, to java 8 and SOA using proto-buffers.
We're looking for a senior technical lead, with a proven track record of delivering large scale solutions in financial sector to join us and lead our Risk and Margin development team in Bangalore.
Qualifications
Skills Required:
- Experience in full lifecycle development using Java 6 or above and very good
knowledge of Spring and SQL
- Proven track record of delivery of large scale projects in the financial industry
- Experience in leading medium to large development teams
- Experience in test driven development and Agile practices
- Good understanding of Service Oriented Architecture
- Good communication, analytical skills and Design skills
- Good understanding of design patterns
- Working knowledge of development tools - Eclipse, Perforce, Ant, Jenkins and Ivy
- Working with geographically split teams
Desired Skills:
- Knowledge of various financial products (Equities, Fixed Income, Credit products etc.) is an advantage
- Experience in acting as a Regional / Location Development Lead
Technology Stack:
- Primary technology is Java on Linux.
- Strong exposure to Java development, object oriented design paradigms, concurrent and distributed programming concepts are critical to be successful in this role.
Kalyani
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