Core Java developer - Market Risk Team

The Market Risk Team develops software to measure and monitor market risk and capital for the firm’s global portfolio. We are responsible to calculate the market risk of the firm. Based on the daily positional data, we run simulations to predict the amount of money the firm might potentially lose over different time horizons. Our clients include senior management, risk monitors, Market Risk research and traders.

Responsibilities of the position comprise of design and implementation of distributed risk engines and services in a multi-tiered data-centric environment in Java utilizing XML and DB2.

Daily tasks will include design, develop and support scalable and highly parallelized applications and services on a Linux based distributed architecture processing large data volumes.

The ideal candidate will have exposure to building well-architected, distributed, scalable solutions and a strong knowledge of Linux.

Experience with large relational databases and a good grasp of SQL/SP is necessary. The candidate will also be proficient in scripting to organize/analyze large data sets We are looking to expand our team with a smart and highly motivated team player.

The Market Risk team is responsible to build highly scalable and computationally intensive systems dealing with large volumes of data.

The ideal candidate will be capable of collaborating with people around the world. The candidate would be a self-starter and motivated to explore ideas to come up with innovative solutions in a fast paced environment.

Skills Desired (Nice to have):

Exposure to business rules management system like Drools or JRules Good Math/Statistics knowledge Autosys Risk/Financial Systems experience

Internal Notes:

Must be good on the fundamentals of java. Need someone who has dealt with large amounts of data in the past.

Qualifications

Qualifications Skills Required (Must Have):

3+ Years hands on experience of core Java, XML/SOAP

3+ Years RDBMS/SQL experience

3+ Years Linux/Unix/ksh/Perl experience OO

Relational Modeling skills

Excellent analytical ability Aptitude for financial products and systems

Proficiency in data analysis tools

Strong computer science fundamentals Distributed systems architecture Strong collaboration and communication skills

We specialize in Staffing, Consulting, Software Development, and Training along with IT services to small to medium size companies. AG’s primary objective is to help companies maximize their IT resources and meet the ever-changing IT needs and challenges.

In addition, AG offers enterprise resource planning and enterprise application integration, supply-chain management, e-commerce solutions, and B2B public exchanges and B2B process integration solutions. Our company provides application analysis, design, development and programming, software engineering, systems development, testing, integration, and implementation, and management consulting services to various clients - including governmental agencies and private companies - throughout the United States and India.

We provide these services in multiple computing environments and use technologies such as client/server architecture, object-oriented programming languages and tools, distributed database management systems, state-of-the-art networking, and communications infrastructures. Our honest and realistic approach to recruiting dictates that AG does not entice or lure engineers from their employers. We represent only high caliber technical professionals who have committed to making a change required by career.