FX Derivatives Risk IT - Senior Developer
- London, England, United Kingdom
- Permanent, Full time
- UBS UK
- 15 Feb 19
Job Reference # 186452BR
This role offers you the opportunity to work on complex, cutting edge systems, in a fast paced business environment, and to develop your business knowledge particularly around FX derivatives pricing.
The role would suit developers who have worked on a high performance risk platform for front office or other risk functions. Candidates would either have FX options knowledge, or show the aptitude to learn this complex area.
As a senior developer you will be responsible for the following:
• Work with stakeholders to discover new requirements
• Plan and implement new features and improvements to the platform
• Work closely with quantitative analytics teams
• Take part in the full software lifecycle including analysis, design, development, testing and release management
• Contribute to the product roadmap - this will include investigation of new technologies such as in-memory caching solutions, and alignment with the firm's strategic risk roadmap
• Help the production support team to ensure the health and stability of the platform
- We will consider candidates on 100% or 80% FTE
You will be working in the London FX Derivatives technology team on the 'Thor' risk system. Thor is a high performance risk platform generating thousands of scenarios for a complex and growing business. This team faces off to the flow and exotic options desks, finance and risk functions. There are hundreds of users and downstream consumer systems.
Thor is a scalable distributed system written in C++, Java and Python running on Linux. The system is service oriented with a distributed compute grid of over 8,000 CPU cores, as well as a rich UI to build, manage and run risk jobs intra and end of day.
The FX Derivatives Risk team is multi-centre, working on a number of projects covering business-driven change (revenue generation and revenue protection) and regulatory change as well as helping with production issues. The team collaborates with other technology groups within the Investment Bank to deliver front to back for the business, and to leverage new technologies.
You will have strong technical skills and experience, in particular we need:
- C++ including gcc/g++ on Linux
- Java, including core Java
- Linux command line, shell scripting
- Experience of working on scalable high performance systems
- Experience with SDLC tools (for example JIRA, Crucible, TeamCity, Confluence etc.)
The following technical skills are desirable but not essential:
- Data Synapse
- Java Swing
- Apache Tomcat
Business domain knowledge
- Knowledge of foreign exchange derivatives is desirable but not essential
- Risk, Greeks, PnL
- Strong analytical and logical reasoning skills
- Good communication skills (written and verbal)
- Proactive and have the ability to learn quickly
- Comfortable with all stages of the SDLC, from requirements capture through to post-release support
- Solution oriented, flexible/adaptable and reliable team player
- Ability to multitask and handle ambiguous situations
- Ability to work independently and make decisions in difficult situations
- passionate about what you do, you value excellence, learning and integrity, you like a work environment that places emphasis on team work, collaboration and delivering business value while working at a sustainable pace
- most importantly someone who is technically excellent and can aspire, and inspire others, to our values and culture
- proactive, detail-oriented and comfortable working in dynamic environments with fast paced deliveries and changing requirements
- aspire, and inspire others, to the UBS values and culture
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.
Disclaimer / Policy Statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.