XVA Developer

XVA Developer City of London Hybrid (3/2 split) Contract £920 per day (via Umbrella) cer Financial are working alongside an international bank who are based in the City of London. They are seeking an XVA Developer to work with them on a contract. The responsibilities of an XVA Developer will include: • Hands-on development using Java 21 as the primary language, • Work with other teams including Front office risk teams, trading desk, Quants, and DevOps to build state of the art front to back pricing and risk solutions, • Focus on non-functional requirements from the start increasing maintainability and reliability. • Continuous improvement of the development and release environment, tooling, and processes, • Work closely with the operation team and users and provide level 3 support as required. The successful XVA Developer will have: • Strong fundamental Computer Science knowledge including Concurrency; Algorithms and data structures • Scrum/agile methodology (Product owner and/or Scrum master), or ability to deliver software on short cycles • Evidence of delivering application from inception, to design, and to production • String core Java development skills including streams, lambdas, and advanced concurrency APIs • Extensive experience and understanding of distributed systems, developing, profiling, and maintaining multi-threaded, asynchronous applications • JVM monitoring, profiling, performance tuning, and debugging. Experience with analysis tools such as JConsole, JVisualVM, Elastic Search/Logstash, Prometheus; Open tracing • Extensive experience of test driven development • Knowledge of CI/CD on large complex systems • Experience from working in the Risk or pricing domain in investment banking, either in Front-office, or Market/Credit risk with a good understanding of risk sensitivities and f2b processes. • Hands-on experience with dynamic scalability; cloud deployment (EKS/Nomad), container/docker deployment, GRPC services, Cloud based services (Prometheus, Elastic Search, databases, Redis, …), • Experience with Kafka or event processing thru message bus, • Experience with Workflow/Scheduling/State management