The Market Data Calculation Chain team is in charge of managing the lifecycle and calculation of the market data (volatility, rate curve, securities...) in the whole MX platform.
As a prime gateway to the market data domain, our team plays an integral part in building a new generation of cloud-based micro-services. We serve various business solutions spanning from FrontOffice use cases such as real-time portfolio management to enterprise risk management with the FRTB or the xVA.
In addition to a rich functional environment, this central position in the platform makes us really aware of technical challenges such as high-availability, distributed services and operability to provide our clients with consistent views on their positions and their exposition to market risks with a maximum efficiency.
You will join our Market Data Calculation Chain team, in a constantly evolving functional and technical context. As a central piece of the MX platform, it requires high adaptability capabilities on both functional and technical aspects. We develop in both Java and C++.
Our day-to-day includes:
Understand, design and implement new features,
Participate in the architecture of the product with respects to scalability, high-availability and high-volume constraints,
Optimize and distribute large amounts of calculations, on a grid or in the cloud,
Rewrite modules using the latest technologies,
Communicate with Asset teams and solution teams on the current design.
Bachelor or master's degree in software engineering, Computer Science or equivalent
Good programmatic knowledge in C++ and/or Java
Curiosity and willingness to discover financial markets
Good communication skills
Between 0 and 2 years of relevant experience
Teamwork and cross group collaboration
Autonomy and creativity
Clean and reliable code
Familiarity with TDD or clean code
Microservice and REST knowledge
Experience with distributed systems
Experience with CI (Jenkins)
Knowledge of AWS
Why join us?
A multicultural community united and passionate,
Opportunity to participate in many events (Tech-Talks, Meetups, CppCon, CodeOne, Devoxx...),