Java developer - Core Java / J2SE - Volatilities

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Java, core Java 6, multithreading  (java.util.concurrent), Spring, EHCache, Apache CXF, Apache Ivy, SAP Memory Analyzer, JMX, JUnit, Unix scripting, Sybase, Perforce

Looking to rebuild a Volatility Interpolation Service in java, this top tier investment bank is looking for core java developer to join their Risk Technology team. The application interpolates an implied volatility surface for the requested expirations and prices (strikes or spot- and forward-based deltas), and is used by traders, quants and other internal clients across the bank.

Starting from a legacy system in C++, the developers will be completely rebuilding this greenfield project from scratch using core java, TCP/IP sockets, multithreading  (java.util.concurrent), EHCache optimisation, Apache CXF, Apache Ivy, SAP Memory Analyzer, JMX and JUnit. The brief is to significantly improve latency, cache hits and solve any memory and performance related issues

Key Skills:

Core Java 6

Multithreading (java.util.concurrent),

Spring

EHCache

Apache CXF

Apache Ivy

SAP Memory Analyzer

JMX

JUnit

Unix scripting

Sybase

Perforce