Job ID: JOB_ID_4601
Job Description:
FRTB Risk Engines within Market Risk Department interfaces with various systems and obtains valuation, Greeks and risk sensitivities along with trade attributes for trades across various asset classes. FRTB applications have many roles to play namely reference data management, ingestion of data, calculation of charge, tooling for analysis and reporting. The distributed processing platform is event-based and leverages big data technologies such as Spark and Greenplum.
The ideal candidate will have extensive hands-on experience designing, building and integrating analytical systems in a multi-tier data-centric environment. Experience with large-scale relational databases, strong SQL, Java, and Linux are essential. Working knowledge of big data technologies such as Spark is a plus. The candidate will be working in an agile squad to design and implement solutions following a Service Oriented Architecture (SOA).
We are looking for candidates with experience in Core Java, Apache Spark, DB SQL, and Application/server-side development. Having knowledge on distributed computing, handling of high volume of data, process optimization, reducing run time etc. will add value to the candidate. The main focus is strong optimization skills in data processing.
This can be demonstrated through experience such as:
- Complex SQL (stored procedures, large reports, data migrations), database query optimization, process optimization (warehouse loading, data migrations, etc.).
Special Requirements
Interview mode: Laptop's microphone only. No headphones, AirPods, or EarPods allowed during the interview.
Compensation & Location
Salary: $100,000 – $150,000 per year
Location: NY
Recruiter / Company – Contact Information
Email: pam@itecsus.com
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