Java Quantitative Risk Developer - Hedge Fund
- Source: LinkedIn
- Goldman Lloyds
- $200,000 to $250,000 /yr
- On-site
- New York City
- Full-Time
- Mid level
Job Description
Java Risk Engineer - CRB Platform
Location: New York, 3 days on-site
Total Comp: Competitive Base + Bonus - Advertised is base salary only.
A highly quantitative hedge fund is looking for a Java Quantitative Risk Developer to build the next generation of technology supporting portfolio and investment risk.
The role combines Core Java engineering with quantitative risk analytics, working alongside Risk,
Quantitative Research and investment teams on systems used to analyze portfolios, model market shocks and understand risk in real time.
What You’ll Build
- Develop high-performance Java applications and services powering the firm’s quantitative risk environment.
- Implement analytics covering VaR, stress testing, scenarios, sensitivities, factor exposures and portfolio risk.
- Build frameworks for aggregating and analyzing large-scale positions, market data and risk calculations.
- Develop technology supporting cross-asset and derivatives risk analytics.
- Partner with quantitative and risk professionals to translate mathematical models into robust production systems.
- Optimize distributed calculations for performance, concurrency and scalability.
- Build reliable interfaces between pricing, portfolio, trading and risk infrastructure.
- Take ownership of critical systems from design through production.
Candidate Profile
- Strong Core Java development experience within a technically demanding environment.
- Experience developing quantitative, risk, pricing or trading technology.
- Strong understanding of multithreading, concurrency, distributed systems and performance engineering.
- Exposure to quantitative concepts such as VaR, Greeks, sensitivities, stress/scenario analysis, factor risk or portfolio analytics.
- Strong mathematical and analytical ability.
- Financial-markets experience across Equities, Fixed Income, Macro, Credit and/or Derivatives advantageous.
- Hedge fund, proprietary trading or investment-bank experience preferred.
#Java #CoreJava #QuantitativeDevelopment #RiskTechnology #QuantitativeRisk #MarketRisk #RiskAnalytics #TradingSystems #HedgeFund #PortfolioAnalytics
Skills
- Java
- macro
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