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A new opportunity has become available within our OnRisk SRA team for a Developer in London. The OneRisk SRA team is responsible for a number of applications and components requiring experience of a diverse technology mix. The client side components are predominantly C++, communicating over Solace to C++ and Java/C# server side services, using in process BerkeleyDB and remote MSSQL data stores. The SRA system is the principal platform to compute and deliver VaR firmwide, spanning across legal entities and business lines.
• Become a developer in the server side SRA applications (C++/C#) - coding & unit testing for new SRA application components and modifications to existing legacy applications
• Willing to work in an “Agile” context
• Forming effective working relationships with other developer and analysts in the risk management community
• Support the SRA server side applications (third-level support)
• A relevant qualification in Computer Science, Software Engineering, Physics, Mathematics or related discipline
• Very good knowledge of C++ (STL)/C#, strong background in developing applications
• Multi Thread/Multi Process familiarity
• Networks knowledge (TCP/IP, UDP/IP, ...)
• Basic SQL knowledge
• A willingness to cross-train to Scala / Big data
• A good knowledge of a secondary language (C# preferred)
• Scripting language knowledge (preferably Python)
• Messaging APIs and EMS queues
• WPF knowledge
• Knowledge of Google Protocol Buffers and/or Apache AVRO
• Test Driven Development (Boost::Test)
• Big Data integration (Hadoop/Hive/Impala and Spark)
• Optimization (CPU and memory usage)
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