SSR Java Spark Developer

• Improve performance so the daily batch runs on time
• Integrate the quant libraries
• Write tests and fix security findings
• Keep the CI pipeline green
• Work closely with Quants, Data, and the IMM team

• Strong Java — good with performance, memory, and multi-threading
• Comfortable with numerical computing, heavy calculations, and parallel processing
• Experience with credit counterparty risk internal model development
• Experience with build and test tools: JUnit, Git, and CI/CD
• Experience with Spark and Parquet
• English at B2/C1 level
• AWS experience is a plus
• Basic understanding of risk/XVA is nice to have and can be learned on the job

• 100% Remote set up
• Training and career development
• Possibility to be part of a multicultural team and work on international projects