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Systèmes d’information (SI)

Senior Java Engineer Market Risk

45K €
/ 65K €
Sur site
Job description

We are looking for a Senior Java developer to integrate one of our clients, a major investment bank. As a senior Java developer, you will work in a team of 30 people, working in Agile@Scale mode, in charge of the development of a market risk application

The application is in charge of aggregation, analysis and certification of market risk indicators. It 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 focuses on the calculation and monitoring of market risk indicators (VaR, stress tests, Sensis on all asset classes), as well as on regulatory topics: Initial Margin, FRTB, EMIR…

The team is organized by feature team, full AGILE and continuous delivery (scrum of 3 weeks and release every two weeks). Part of the team is in Bangalore.

Within your team, you will be responsible for:

  • Functional needs analysis
  • Writing technical specifications, test plans, execution of tests
  • Developments (TDD, BDD)
  • Production Support
  • Implementing code improvement processes
  • You may also have to work with other teams such as the Front team (React / Angular), as well as with the Big Data team (Hadoop, Hive, Spark…).

Technical environment:

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

Practices/ Standards:

  • TDD
  • BDD
  • SOA / API
Profile sought

Computer Engineer / Bac + 5 in Computer Science

Java 8 expertise

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

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