Scala Developer

New York, NY

Post Date: 12/20/2016 Job ID: 9310149 Industry: IT Perm
Position Description
The global IRD Risk Management Systems team is responsible for developing technology supporting the interest rate derivatives business. It is responsible for market data management and calibration, and the systems to calculate valuations, risk, profit and loss for both real-time and end-of-day and feed all this where appropriate to downstream systems. There is a considerable amount of interaction with trading desk and quants as well as financial controllers, market risk and derivative operations departments.

This is a developer role, which gives both the opportunity to work close to the business users, fixed income desk strategists, and to develop on the firms next generation risk calculation environment. Development tasks are centered around pricing tools and libraries aimed at supporting desk strategists and traders as interactive, on-demand pricing and model calibration tools. Qualifications Required Skills
- Strong analytical and problem solving skills
- Strong knowledge of one or more of the following programming languages: Java, Scala or functional programming languages
- Interest in functional programming and learning/using other technologies
- Interest in different financial areas; business problem solving
- Good communication skills in English are required

Skills Desired
- Knowledge of Windows and Linux/Unix platforms, scripting languages
- NoSql Database

Dan Goldberg


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