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Broad mid-level backend role with niche low-latency finance focus and moderate brand leads to medium competition.
Highly specialized front-office pricing and low-latency trading systems require finance-domain expertise, limiting cross-industry transferability.
Mandatory 7+ years, deep Core Java and multithreading plus regulatory and finance-domain requirements increase strictness.
Design, develop, and maintain cross-asset pricing and risk applications with high-throughput (10–100Ks msgs/sec/thread) and low-latency (sub-millisecond) for electronic trading platforms.
Collaborate with Sales, Trading, Quant, eTrading, and Infrastructure teams to implement pricing and risk models into enterprise-scale production systems.
Develop and support full-stack solutions including performant backend Java services and frontend UI components using JavaScript/TypeScript/React with a focus on performance engineering.
7+ years of Java development experience building enterprise software for data-intensive applications.
Strong expertise in Core Java (JDK 17+) and multi-threaded programming.
Experience working in RHEL Linux 8+ environments and Agile SDLC processes.
Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or numerically focused discipline.
Hands-on experience in high-throughput, low-latency distributed systems for electronic trading or financial risk/pricing applications.
Comfortable bridging backend Java development with frontend technologies including WebSocket-based real-time APIs and performance-optimized web UIs.
Experienced in collaborating across Quantitative, Trading, Sales, and Infrastructure teams in a regulated Global Systemically Important Bank (G-SIB) environment.