For MDH project (Market Data Hub) we are looking for an enthusiast to help with back-end development, skilled in Java programming (Java SE) with strong functional and analytical thinking. MDH in a solution for data ingestion from various sources, the data are normalized, stored and computed (given volatility, business logic etc.) in purpose to be provided to internal consumers. MDH being in production brings the need for new features development & implementation, therefore the main responsibility is to design, develop, test, deploy, maintain and improve existing software. Are you able to manage your own project priorities, deadlines and deliverables? Do you want to stay up to date on technology and help improve/automate processes/culture? Let´s read further details!
Mandatory skills and experience
Background in building distributed applications on Linux or in a cloud native stack (ideally CNCF)
Familiarity with SQL databases
A degree in Computer Science, Math or Engineering or equivalent experience
An appreciation of the challenges of building, running and servicing a minimum downtime production system
Interest and ability to learn, collaborative working style
Very good written and spoken English skills
Nice to have
Experience with developing cloud native and 12factor applications
Kubernetes experience on AWS, GCP or Azure
DevOps experience with GitHub, Terraform, CI/CD (Circle or similar)
Experience with NoSQL databases
Interest or background in financial markets and risk management
Good knowledge of simple analytic pricing models like Black Scholes etc.
Good knowledge of numerical algorithms related to pricing and risk (e.g. multivariate minimization, root-finding, solving systems of equation, interpolators etc.)
Passing knowledge of some numerical pricing method
Decent knowledge of vanilla FX, IR cash and OTC markets.
Knowledge of multi-curve discounting and collateral inclusion into yield-curves
General awareness of the practical side of some of the more advanced concepts, e.g. model calibration, volatility modelling, correlation modelling etc.
What we offer
Visa and relocation support
Czech SIM card, monthly buget is set to 1000 CZK
Sick days and personal days
Mentoring and Buddy program
Free tickets to Prague Zoo
Education and Training courses (Linux Academy)