Core Java developer - Market Risk Team

NY · 137 months ago

About the job

Job Description 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...