Lead Engineer – Java, C++, Risk Calculation, PnL, P&L, Pricing, Front Office

Job title : Lead Engineer – Java, C++, Risk Calculation, PnL, P&L, Pricing, Front Office
Location : London
Job type : Permanent
Salary : £105000 - £120000 per annum
Sector : Sell Side
Contact : Jonathan Kempster
Call : 020 7280 9910
Email : email Jonathan
Reference : BHJOB6067_17099
Lead Engineer – Java, C++, Risk Calculation, PnL, P&L, Pricing, Front Office

A world leading financial services organisation is hiring a Team Lead and a Senior Engineer for their Credit Default Swaps division. This team works closely with quants working on risk pricing calculations  and they are about to build a brand new intraday risk calculation system. Furthermore, they will be undergoing a proof of concept for the migration to cloud.

The key responsibilities for this hire will be hands on engineering using Java (and some C++ for the quant analytics library). The role will involve project leadership and the Team Lead will also manage 4 engineers reporting directly into them.

Required Experience
  • Strong software design and development skills to be primarily applied in server side Java stacks but work in other languages such as Kotlin or C++ may be required.
  • Strong awareness of the design and development considerations involved in derivative pricing and risk systems. Understands the desired separation of concerns between a Quantitative library and an IT risk stack.
  • Strong awareness of web, distributed and multi-threaded application design.
  • Positive drive for following DevOps and Continuous Integration processes in order to deliver high quality and well tested software using frameworks such as Junit, Cucumber etc.
  • Strong familiarity with Java development toolset including Maven and IntelliJ.

This is an excellent opportunity to build a new set of risk calculation systems for front office risk pricing division, working closely with Quants and the business.

Cornwallis Elt is an Employment Agency & Employment Business and has been listed 3 times in The Sunday Times Virgin Fast Track 100 of the UK`s fastest growing private companies, as well as in the Recruitment International Top 250, Top 50 in IT and the Recruiter Fast 50 & Hot 100 reports.