Minimum Qualifications:
10+ years of core Java (Spring, Hibernate, JPA) experience with extensive experience in building multi-threaded and event-driven high-performance systems.
7+ years of hands-on experience in design and development of fixed income bond pricing system, risk and p&l systems, integration with quant models and/or 3rd party pricing and risk libraries.
5+ years of experience in in-memory data grids and/or compute grids like Oracle Coherence or Grid Gain or equivalent.
5+ years of experience with SQL, stored procedures, triggers, indexes, tuning database queries for high performance.
Preferred Skills:
A solid understanding of fixed income financial markets and instruments.
C/C++ experience with JNI interfaces is highly valued.
Experience in distributed and concurrent server-side design and development with heavy exposure to event driven and asynchronous architectures involving distributed caching, messaging and market data processing.
An advanced level of relevant mathematical knowledge pertaining to bond pricing, statistical analysis, time-series analysis, asset pricing theory and optimization algorithms.
Any experience in applying machine learning concepts, real-time streaming analytics, complex event processing will be given utmost preference.
All your information will be kept confidential according to EEO guidelines.
Job details are sourced from the employer's original posting.
Open job postingAbout the company
PruTech Solutions Inc. (PruTech) is an established Information Technology (IT) and business support services organization with extensive experience in successfully partnering with private and public sector organizations. For over 14 years, by employing industry best practices and developing customized solutions, our clients have benefited from PruTech’s implementation of innovative technologies and ever-evolving IT services.