Risk IT Java Developer
Hibernate - Java 8 - Oracle - Risk IT Java Developer - Spring
London, Permanent Contract
Margo is a Tech Native consulting firm accompanying companies in their digital transformation on highly technical complex projects. Its offers are organized around 4 expertise: Business Agility, High Performance IT, Data to Business and IT Modernization.
By putting innovation at the heart of its model, Margo guides companies in their strategic choices and in the creation of new technologies, in order to design their competitive advantage.
Join Margo in the UK (London)
Margo is seeking for a Risk IT Java Developer.
Our client works closely with market participants to identify and develop innovative clearing solutions.
As part of the Repo & Exchanges Business lines, the Business “Risk IT” team is accountable for:
- Designing and Building Risk IT systems
- Implementing software applications for Risk IT systems
- Implementing margin algorithms (Pricing models, risk models and parameter calibration) in a standard consistent with EMIR regulation and LCH internal policies
- Writing Business requirement for IT teams
- Developing and implementing quantitative solutions
- Prototyping and testing (UAT)
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.
Your Key Reponsabilities:
- 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 3 rd line support for Risk Applications
- The role reports to the FLR Risk IT team lead
You are the success candidate if:
- Degree computer science-related disciplines
- 5+ years of experience in the software development
- Strong programming skills in Java 8/Spring/Hibernate/Oracle
- Spring Boot/Spring Data/REST/Linux/BASH
- Experience of risk and quantitative role
- 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