Software Guidance & Assistance, Inc., (SGA), is searching for a Senior Java Developer for a CONTRACT assignment with one of our premier Financial Services clients in New York, NY.
The Market Risk Department encompasses technology to mitigate Market Risk through various global systems and processes. We are responsible for monitoring, measuring and communicating risks generated by the firm's business lines. Our mission critical platform processes over a billion positional and sensitivity records daily and uses thousands of CPU-cores to compute the risk. Our databases contain over a Peta Byte and our data velocity is measured in TB/hr. We are in the process of renovating much of our core infrastructure as part of a multi-year initiative.
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. The candidate will work 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, Application/server-side development.
Responsibilities: