Vacancy expired!
- Expand Lynx code to support new Market Risk models and evolving Basel standards thus ensuring new risk calculation engines are adequately supported
- Write code to ingest data into Lynx from our Dremio data lake, REST services, and SQL databases
- Created APIs to allow Lynx to be used as a service and allow other components to use it as a source of data
- Designed and optimize Lynx to handle large amounts of data through distributed multi-processing strategies
- Aid in the refactoring of Lynx to run on AWS
- Must become familiar enough with Lynx to be able to provide development team support for production issues
- BS/MS in Computer Science, Engineering, or related field. MS preferred.
- Experience working in the financial industry with knowledge of Financial Products (FI, Equities, and Derivatives), Market Risk, VaR, PnL
- Current extensive Python experience (5+ years) working with complex language constructs and libraries such as Panda/Numpy. Working with Python in a multi-process distributed environment is a plus.
- Recent Java experience (5+ years). Knowledge of JDBC, JMS, Spring framework
- Experience with Python and Java in distributed Service Oriented architectures
- Knowledge of general multi-threading/multi-processing constructs
- Experience with Messaging technologies and products such as JMS, Tibco, Solace
- Knowledge of Linux, shell scripting
- Ability to optimize and generate complex queries using SQL
- Experience with AWS Technologies
- Ability to troubleshoot and fix issues in a timely manner
Vacancy expired!