Java developer - CVA - Investment Bank

Java Developer, Counterparty Exposure Managment, CVA, Credit Derivatives, Risk, Front Office, Investment Bank

Leading Investment Bank are currently seeking a Java developer to join their front office BAU development team for Counterparty Exposure Management/CVA and work on developing tactical enhancements to the system as dictated by front office priorities. The role will involve working closely with the desk and offer the opportunity to understand the trading platform from a functional aspect and align this with the business model. The environment works in a RAD manner and all development work is on a bi-weekly release cycle.

To be successful you must have:

*Excellent Server side Java experience, ideally with C# Winforms
*Must be familiar with SQL and Sybase
*Sound credit derivatives business knowledge and be fully familiar with the product range to include vanilla CDS, index CDS, IRS ,use of pricing curves, sensitivities and volatilities.
*Basic risk and pnl calculations.
*Thorough understanding of the financial markets.
*familiarity with the basic steps involved in end to end trade processing.

Please send your CV for immediate consideration in word version.