Senior Java Developer (FX Risk)

What challenges they have

• Performance: they calculate a lot of analytical numbers on their grid farm (10к+ CPUs), and to handle them quickly they have to keep them distributed in-memory caches. There are hundreds of gigabytes in-memory data that needs to be aggregated and cooked for user requests under one second. Knowing algorithms complexity is a must for them. Knowing how JVM/JMM/GC work is a must. Core Java is the main working tool that allows them to value or interpolate millions of trades under one second.
• Capacity: This type of system is core to Investment Banking as a result it is super critical to have perfect stability, it is super critical to be able to scale quickly in case of volatility spikes on the market. No one needs a system that will not work during big events. That is why they do care about fault tolerance, they do care about the ability to deploy quickly, so use clouds, microservices and they try to have real continious delivery.
• Business complexity: There are lot of complex things in this domain area, you will need to understand how all this works, how math models for risk computation are working. Sometimes you need to find workarounds in logic to be able to do things that at the very beginning looks impossible, like moving from O(n^2) to O(n) for some business problem. Apart from that, there are IT complexities that they can hide and improve not only for this exact project but for the whole bank.

They are looking to build a strong team of professionals, with different skill sets. It is really not that important if you don't know how one or another library work, for them — Core Java, DataStructures, Algorithms knowledge is far more important. At the same time, it would be great if you have experience with things they are using: Kafka, Apache Ignite, Microservices, Docker, Distributed Computing, Protobuf, Netty, JS/React, Python.

Responsibilities

• Implement complex changes in the code and conduct code review (if required).
• Design (high-availability, fault-tolerant, low latency).
• Understand FX pricing business logic, front-to-back flows and architecture.
• Implement complex business-driven changes, do impact analysis and backtesting.
• Direct communication with the business stakeholders and quant team.
• Take active part in designing architecture and business flows for new platform.
• Complex production issues analysis especially in the business logic.
• Collaborate with a globally distributed team of developers, business analysts, quality assurance and support professionals.
• Coach other developers with business domain knowledge.

Mandatory skills

• Understanding Basic DataStructures and Algorithms.
• Core Java (JVM, GC, JMM).
• Solid understanding of application lifecycle.
• Excellent interpersonal skills and fluent spoken English.
• Experience of dealing with business stakeholders on the client side.
• Experience in working within a team distributed between onsite and offshore.
• BSc/MSc in Computer Science or relevant.

Nice to have:

• Experience of working with distributed systems.
• Experience in TDD and automated testing tools.
• Experience with HTML5 (React or Angular) would be a plus.

They offer hybrid work schedule.