Java Developer – Risk Management Models

About the role

We are looking for a Java Developer to design, develop and maintain quantitative models used for option pricing, volatility calibration, margin calculation and other risk management tools. The role spans the full software development lifecycle, requiring collaboration with risk managers and stakeholders to translate business needs into robust technical solutions.

Key responsibilities

• Develop and maintain models for option pricing, volatility calibration, margin calculation and related risk management tools.
• Participate in all phases of the software development lifecycle, including effort estimation, requirements gathering, design, coding, and functional/technical testing.
• Collaborate with risk managers and business stakeholders to translate requirements into technical designs.
• Test and validate models to ensure accuracy, reliability and regulatory compliance.
• Provide technical support and troubleshoot quantitative models in production.

Required profile

• Degree in Computer Science, Mathematics, Statistics, Financial Engineering or a related discipline.
• Minimum 3+ years of application or system development experience using Java.
• Experience with microservices architecture, containerized applications and cloud technologies.
• Knowledge of derivatives products is a plus.

Required skills

• Java programming
• Microservices
• Containerized applications (e.g., Docker)
• Cloud platforms (e.g., AWS, Azure, GCP)