Atoti/Java Developer - Risk Analysis and P&L - Freelance (M/F)

About the company

The mission takes place within the IT GMR Pre-Trade Sales & Execution study and development teams for Pre-Trade execution and exposure monitoring solutions for the Global Markets & Risks business of CIB Natixis. The consultant will join a new team responsible for implementing a data visualization and real-time monitoring solution for market risk indicators and P&L tracking for interest rate derivatives desks (short & long term, options).

Your tasks

• Participate in the construction of a new framework in collaboration with Business Analysts, Java Front End developers, and ETL Back End developers.
• Develop new risk measures in the front end of the data visualization software using real-time data (trades, intraday, market data).
• Calculate these measures from Kafka streams of the ETL coming from several data sources.
• Assist Business Analysts in building Atoti analytical dashboards allowing trading to monitor their positions in real time (risk projections, explain P&L).
• Collaborate with the Tech Lead to optimize configurations related to the deployment of the OLAP cube on regional instances (Paris, New York, Hong Kong).
• Participate in validation tests, the design of deliverables, as well as the deployment of the solution.
• Produce the associated technical and functional documentation.

Requirements

TOOLS & ENVIRONMENT

• Development environment: GIT, Jenkins, XLR/XLD
• Data Viz technology: Atoti (editor Activiam), Kafka
• Operating systems: Linux, Windows
• Relational databases: Sybase, SingleStore, Oracle
• OLAP cube, MDX, SQL, Excel
• Languages: C# / Java

WORKING CONDITIONS

• Mission within CIB Natixis, Global Markets & Risks team
• Experience level: 5 to 7 years minimum
• Higher education: engineering school or specialized master's in information systems and market finance
• Fluent English level (written and oral) required

1. Higher education (engineering school or master's) specialized in information systems and market finance
2. 5 to 7 years minimum experience
3. Mastery of the software development lifecycle
4. Strong skills in monitoring market indicators (greeks and P&L) on an interest rate, FX, credit, or equity derivatives desk
5. Good interpersonal skills: communication skills, anticipation, taking initiative
6. Analytical and synthesis mindset
7. Fluent English level, both written and oral
8. Risk monitoring (Explain/Expected P&L), real-time market data management
9. Strong interest in market finance and derivatives
10. Interest in new technologies and technical challenges
11. Curiosity and autonomy

Other

Daily rate (TJM): 400