Teklysium offers more than just technical and strategic expertise. We are also focused on creating the technology experiences of tomorrow through cutting-edge innovations and delivering unprecedented service experiences that are faster, smarter and more personalized.

Responsibilities:

The candidate will be involved in the design and development of the firm's next generation cross-asset risk and Profit and Loss (PnL) calculation infrastructure, with a focus on interest rates products like bonds, futures, listed options, interest rate swaps, inflation products, and exotic options which requires HJM simulation for valuation.

Required Skills:

Requires someone who is self-motivated, quick-learning and comfortable working across numerous technologies, and who can take ownership of critical problems and work throughout the full project lifecycle from problem analysis to successful timely delivery of the solution
A strong interest in learning about the business will contribute to the candidate's success in the team
Strong software engineering, analytical and problem solving skills
Experience in medium to large scale Java multi-threaded applications
Knowledge of fixed income derivatives would be very preferable - specifically experience with mathematical model integration
Experience in financial risk calculation and management system
Experience in distributed computing or cloud computing, Java performance

All your information will be kept confidential according to EEO guidelines.