Portfolio Valuations - Java Developer
IHS Markit
Bucharest, Romania
9 zile în urmă

Description :

Company / Department overview

IHS Markit Portfolio Valuations is a multi-contributor validated, fully hosted service that provides independent post-trade OTC derivative valuations to buy-

side firms. The service differentiates itself through its extensive cross-asset dataset encompassing vanilla and exotic derivatives that is used to calibrate and validate its pricing models.

IHS Markit employs established valuation methodologies and quantitative techniques with industry standard models.

Role description

IHS Markit Portfolio Valuations is looking for a strong Java developer to join our team in Bucharest and work with global stakeholders to build exciting and ambitious technology and help grow our business.

The team will partner with existing teams in London, New-York and India to work on our core pricing libraries and build backend data and functional services to power our next generation platform.

Portfolio Valuations is investing heavily in its technology and the role will involve not only building functionality on the existing stack, but also innovating as part of our constant drive to modernize the platform.

Responsibilities / Accountability

The primary responsibilities for the role are :

  • Gain a thorough technical understanding of the Portfolio Valuations platform, in particular its core Pricing libraries, compute and data Grid workflows (built on Apache Ignite) and its backend REST infrastructure / AWS integration
  • Work with product specialists based in our London and New-York offices to build functionality for our core pricing capabilities
  • Contribute to building out a new REST backend Infrastructure to power our new high-speed calculator capability.
  • Note that we have a strong pipeline of technical projects and expect the team to participate in those upon successful delivery of the initial projects.

    The Portfolio Valuations platform is written in Java 8 and uses the below technologies (not an exhaustive list) :

  • Spring framework (Boot, MVC for REST layer..)
  • Apache Ignite for distributed compute and data grid framework
  • Extensive use of Amazon Web Services (ECS, EC2, S3, RDS, Lambda)
  • Some integration components written in Scala
  • Jenkins / GitLab-based CI / CD pipeline
  • Hadoop stack (Spark, Hbase, Nifi, HDFS) for ingest and cleaning of market data
  • Angular 5 web frontend
  • Required expertise

    The successful candidate will have a passion for technology and a strong interest in building large scale distributed financial applications.

    The right candidate will also have a very strong academic degree or equivalent background in a numerate discipline.

  • 2+ years professional experience working on distributed Java platforms
  • Strong core Java 8 skills (with good understanding of multithreading and performance tuning)
  • Experience working on complex distributed and data and compute intensive systems
  • Experience with a relational database management system. Experience with Oracle is a plus
  • Experience with Apache Ignite / GridGain is a plus
  • Experience with highly numeric applications advantageous
  • General knowledge of Financial Markets useful but not required (candidate should be interested in learning from experts in the field)
  • It is the policy of IHS Markit to provide equal employment opportunity (EEO) to all persons regardless of age, color, national origin, citizenship status, physical or mental disability, race, religion, creed, gender, sex, sexual orientation, gender identity and / or expression, genetic information, marital status, status with regard to public assistance, veteran status, or any other characteristic protected by federal, state or local law.

    In addition, IHS Markit will provide reasonable accommodations for qualified individuals with disabilities. We maintain a drug-

    free workplace. For candidates in the US, we are a participant in E-Verify (see link below).

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