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Tier-1 bank and metro location but senior, specialized backend role moderates applicant competition.
Requires capital markets XVA/margin domain expertise, limiting cross-industry transferability.
Requires 10+ years, Java/Spring/Kafka, distributed systems and financial XVA domain knowledge.
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Lead design, development, and deployment of core Java backend systems supporting XVA and Cross Asset Margin technology for risk and margin calculations.
Manage and mentor a development team, ensuring adherence to architectural standards, coding best practices, and smooth production releases.
Analyze and resolve complex business and system issues, coordinate with cross-functional teams to meet application development governance and risk compliance requirements.
10+ years of hands-on application development experience with strong coding skills.
In-depth expertise in Java, Spring framework, Kafka, and distributed caching systems like Apache Ignite.
Bachelor’s degree in Computer Science, Mathematics, or equivalent; Master’s degree preferred.
Experience with microservices architecture, API-first design (REST, websocket, gRPC), and cloud platforms such as Docker, Kubernetes, or OpenShift.
Proven leadership in designing and delivering complex, distributed enterprise systems in the financial risk technology domain.
Experience working with margin, CVA, XVA, or regulatory stress testing systems and ability to collaborate with Quant teams is a significant plus.
Strong project management skills with ability to oversee multiple priorities in a regulated, high-impact environment.