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State Street Corporation.

Application Dev Cnslt,AVP

State Street Corporation. - Boston, MA

Application Dev Cnslt,AVP

in

Boston

Massachusetts

State Street is building the next generation risk management capabilities to quantify, aggregate and report risk measures. We are enhancing our capabilities in credit, market and operational risk under market and stress conditions to provide our management and regulators with information that is actionable.

The typical lifecycle of our applications synthesize data from our varied trading and reference systems, perform simulation and pricing, aggregation and report the results for regulatory and risk management purposes.

State Street Risk and Regulatory Technology Applications Development team is looking for a senior developer to contribute to initiatives in this area. The ideal candidate should have intellectual curiosity, tenacity to try out several approaches to figure out the optimal path, and core hands-on skills in high performance computing. The candidate will be leading a team of geographically distributed developers to deliver solutions to business problems in the risk domain. The candidate is also expected be on call to be an escalation contact if there are production failures.

Qualifications

In-depth understanding of the UNIX operating system.

Design and implementation of fault tolerant architectures to optimize operational resiliency for both batch and real-time environments

Exposure to Agile development methodology/ scrum master skills in engineering teams.

Bachelor’s degree in Quantitative Finance/Economics, Computer Science, Mathematics, Statistics, Physics or Engineering. Master’s degree is preferred.

4 years Progressive experience in software engineering. Exposure to various areas such as databases, ETL, J2EE, Unix, architecture of large scale systems and matrix management of geographically distributed developers.

Familiarity and interest to do hands-on Proof-of-concept development with Big-Data technologies, specifically in the areas of statistical processing of large volume numeric data, in-memory aggregation and machine learning. Real-life experience preferred

Strong inter-personal skills blending in with existing teams and proactively identify and address issues and conflicts in an effective and non-confrontational manner. Interest and willingness to mentor junior developers across geographically diverse locations.

Strong technical skills and ability to quickly understand the structure of existing systems to figure out means of accomplishing tactical and strategic business objectives within aggressive timelines.

Experience in designing and implementing real-time low latency systems in a J2EE environment – for example, credit check systems that interface with high speed algorithmic trading systems.

Hands on experience in advanced database programming including building generic frameworks, Oracle queues, object collections.

Experience with large volume data handling and query optimization for performance in data warehouse and transaction processing environment.

Understanding of standard credit and market risk measures (such as VaR, PFE,EE, CVA etc) and calculations involved. Business and/or Implementation experience of risk attribution and risk sensitivity analysis

Exposure on pricing and simulation models of FX and fixed income derivatives, and associated market data.

Understanding of portfolio level stress testing, credit mitigation and aggregation in trading book

Experience with of High Performance Computing or distributed grid computing (data synapse, hadoop etc.). Experience in building platforms with high performance rule based aggregators in a database and in-memory environments.

Posted Yesterday

Full time

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10 days 2 hours ago

State Street Corporation.

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Application Dev Cnslt,AVP State Street Corporation. - Boston, MA, United States

   

Location: Boston, MA

Company Profile:
State Street is a leading financial services provider serving some of the world’s most sophisticated institutions. We offer a flexible suite of services that spans the investment spectrum, including investment management, research and trading, and investment servicing.