Java Developer, Fixed Income Federal Risk Systems, Vice President, Hong Kong

We are looking for senior software developers to join our Hong Kong Calculation Workflow team as part of a global Fixed Income Federal Applications development team. Our team develops and maintains highly-scalable systems that make use of modern and innovative technologies to develop our front-office pricing and risk analytics capabilities for global Fixed Income trading desks. Our stakeholders include various fixed-income trading desks and risk managers. Currently we have work streams to improve performance for our risk calculations capabilities across FX and Rates products. We make use of the public-cloud, distributed caches and our proprietary graph-calculation framework to achieve our business goals.


Successful candidates will be highly-technical developers who can deliver innovative solutions within our existing award-winning risk calculation framework. Our main technical challenge is to scale up our infrastructure so that it can process large and complicated calculations as well as dealing with a system that produces a vast amount of data. We massively parallelise calculations across tens of thousands of CPUs and hundreds of terabytes of memory spanning multiple physical hosts while keeping the overheads at a minimum. Another part of the role is to participate in our DevOps team that help simplify and improve the reliability of our systems and build monitoring tools for our calculation streams. The role requires someone who is self-motivated, fast-learning and takes ownership of their solution and works throughout the full project life-cycle from problem analysis to successful delivery to production. Required Qualifications
- Excellent software development abilities - we develop in Scala but this is not a requirement.
- Strong analytical and problem solving skills
- Experience with large scale server-side and highly-distributed applications
- Interested in discussing complex technical ideas both verbally and written with the team


Preferred Qualifications
- Experience with risk pricing model optimisations
- Experience in Cloud computing