context
A critical calculation chain, between regulation and the front office
The team builds and maintains the applications that compute credit risk and counterparty credit risk, along with regulatory indicators and the exposures monitored by the front office. The chain feeds risk steering, consolidated exposure reporting and regulatory production.
The environment is big data, high volume, with strong robustness and quality requirements: computations must be correct, reproducible and fit within their execution windows.
the role
Building and optimising distributed processing at scale
You work at the core of the calculation platform, on Java development geared towards big data.
- Implementing and evolving credit and counterparty risk calculation chains.
- Advanced use of Spark in Java: distributed computing, large data volumes, performance optimisation.
- Working on job performance, memory footprint, data flows and computation dependencies.
- Contributing to technical design and architecture decisions.
- Industrialisation: continuous integration, automated testing, DevOps tooling.
technical environment
Technical environment
- Java
- Spark (Java)
- Hadoop
- Kafka
- Maven
- CI/CD
- Git
- Azure DevOps
- Cucumber
- Agile / Scrum
Distributed processing sits at the core of the architecture, not at its edges: the Java you write is what runs on the cluster.