JAVA DEVELOPER - PRICING ANALYTICS & RISK - DATASYNAPSE GRID. My client a Leading Investment Bank requires a strong core Java J2SE Developer to join the Banks PRICING ANALYTICS and RISK team for a multi-asset class system including Exotic Credit Derivative, FX Options and Fixed Income. Candidates should have a good understanding of the fundamentals of Pricing Analytics such as Monte Carlo, Black Scholes, zero coupon curve, bootstrapping and the calculation of discount factors and forward rates, derivatives, Call and Put Options. Also experience with DataSynapse / Grid, HPC as well as distributed computing, caching technologies - Tangolsol Coherence, Gigaspaces or similar is nice to have. Technical skills include: Java J2SE, OO, Sybase, SQL and C# .NET.
Aston Carter Ltd is acting as an Employment Business in relation to this vacancy.
http://www.technojobs.co.uk/job.phtml/142772
| Contact Name: | Charles Nkwor |
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