Scala Contract (Banking) £650-700.00 Day Rate (Distributed Systems / Fixed Income Der)

[Benjamin Rogan]

Hi All, 

Happy Wednesday. 

I have a head's up on a Scala contract coming live at a Bank in Canary Wharf, over the next 2 days. I've popped some information below, but if anyone is interested in speaking with me about in the next 48-72 hours would be the best time.  

The role, withing the Fixed Income Derivatives is looking for a strong Java/Scala developer to provide Java and Scala APIs and development environments for the Desk Strats and Modellers for the Credit Flow and Structured businesses. This is to enable Strats and Modellers to take full advantage of the Risk system functionality for reporting and the new scala-based Optimus/Pioneer platforms for data storage, reporting and e-trading. For this project we are able to consider strong Java candidates with desire for Scala exposure.

You would also be tasked with risk aggregation and reporting. This is a new project to design and build a risk reporting system based on the firm’s brand new Scala platform. The risk calculation component is already in production, but is feeding risk data in to legacy reporting systems. The new reporting system will provide a unified Scala API for storing and retrieving pre-computed risk or invoking on-demand calculations, and for specifying how it should be filtered, aggregated and enriched. The risk data will be stored in a distributed cache and/or a columnar database depending on our requirements and performance analysis. 

The majority of systems are based on highly concurrent grid and distributed caching technology so you should be comfortable working in this kind of environment. 

Requirements: 

• Data structures, design patterns and collections

• Multi-threaded programming

• Java standard APIs

• Core Scala APIs including the collections

• Usage of ‘implicit’ methods, parameters and classes

• Functional programming idioms 

• Understanding of the performance characteristics of common Scala idioms 

• Good communication skills, experience of front office environments

Helpful, but lets face it it is a long list: 

• Risk Aggregation

• Scala Macros and/or Compiler plugins

• Eclipse IDE ( we use 3.8 )

• Gradle

• Junit

• Fixed Income business / analytical knowledge

• OSGi bundle definition

• Java performance and tuning

• Grid computing frameworks

• Distributed caching

• Columnar Databases (especially Greenplum)

• Etrading process / connectivity knowledge

• Unix/Linux shell 

Thanks Everyone! - Any questions - feel free to ping me: ben....@oxfordknight.co.uk and please feel free to read and offer suggestions to my blog: http://benjaminjackrogan.blogspot.co.uk/

Ben