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Ampcus Inc. is a certified global provider of a broad range of Technology and Business consulting services. We are in search of a highly motivated candidate to join our talented Team.
Job Title: Application Development
Location(s): New York, NY
Team Profile:
- The Equity Risk System (ERS) group's main focus is a company-wide equity derivative risk and pricing plant (RiskViewer) that is used in all trading centers by traders and risk managers. RiskViewer enables trading decisions and risk management by near real-time calculation of value and risk measures of firm positions. Within the ERS group, the Derived Market Data team is responsible for managing all structured data inputs into analytic models (e.g. dividends, rates, volatility, and correlations) for real-time pricing and end-of-day risk. This team owns the ERS derived market data platform which is responsible for data calibration using distributed processing technologies (e.g. Hadoop, MapR), storage in referential and distributed databases (Sybase), and real-time data distribution.
- The team currently consists of 9 members in our London, Budapest, and Frankfurt and offices. We are looking for a capable Java developer to join the team working on the FRTB regulation (Fundamental Review of the Trading Book), including calculation of VaR for the Equities Business with full analytical models as opposed to greek based approximations.
Role Profile:
As part of a team and your responsibilities will include:
- delivering functional enhancements to the FRTB data plants to support analytical VaR calculations
- understanding requirements, writing production code and automated test cases and deploying new functionality to a working environment
- you will be working closely with colleagues from Technology and Strat teams to clarify requirements and drive change.
Required Skills:
- Your main skill is Java server side development (Java 11, generics, lambdas, frameworks, sockets, threads, Spring, messaging, security, JPA, REST, concurrency, design patterns, distributed processing) relational database (Sybase experience preferred).
- You have excellent analytical and problem solving skills
- You have experience with agile and test driven development
- You have strong communication skills and are a team player
- You may have a background in Equity Derivatives
- You are a motivated and ambitious individual looking for a challenge and have a strong and proven track record of delivery
- Nice to have: python, Linux shell, KDB, Java Swing
Company Profile:
- Client is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries. As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Client can provide a superior foundation for building a professional career a place for people to learn, t o achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture. is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.
Ampcus is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identify, national origin, age, protected veterans or individuals with disabilities.
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Ampcus, Inc
Jan 19, 2025