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Senior Java Engineer Market Risk

CDI

Paris

Algofi

30K €

Sur site

Job description

We are looking for a Senior Java Developer to join one of our customers, a major investment bank. As a Senior Java Developer, you will work in a 30-strong team in Agile@Scale mode, developing a Market Risk application.

The application is responsible for the aggregation, analysis and certification of market risk indicators. This is an In House application developed in Java 8, based on an ActivePivot engine (Cube in Memory). From a functional point of view, the mission covers the calculation and monitoring of market risk indicators (VaR, stress tests, Sensis on all asset classes), as well as regulatory issues: Initial Margin, FRTB, EMIR, etc.

The team is organized by feature team, full AGILE and continuous delivery (3-week scrum and bi-weekly release). Part of the team is in Bangalore.

As part of your team, you will be responsible for :

  • Functional requirements analysis
  • Writing technical specifications, test plans, test execution
  • Development (TDD, BDD)
  • Production support
  • Implement code improvement processes
  • You may also be required to work with other teams such as the Front team (React / Angular), as well as the Big Data team (Hadoop, Hive, Spark…).

Technical environment :

  • Java (Java 8)
  • REST
  • Tomcat
  • Spring
  • CXF
  • Oracle DB
  • Hadoop / Big Data
  • Tooling Test: JUnit, Mokito, …
  • Tooling dev factory: Maven, Jenkins, SVN, Sonar

Practices/ Standards :

  • TDD
  • BDD
  • SOA / API
  • BIG DATA
Profile sought

Computer Science Engineer / Bac+5 in Computer Science

Expertise in Java 8

Ability to abstract and model

Work in memory (on object data structures), with strong volume and performance constraints based on a Framework used via its APIs

Good knowledge of multithreading issues in Java

Mastery of JVM operation (Garbage Collector, Profiling, …), the solution being “in Memory” and on large JVMs

    Max 8 files accepted : PDF, DOC, JPEG, 2Mo max per file.

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