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STAGE 3A - DEV JAVA/C++ - Reinvent the Market Risk Communications & Algorithmics

Ile de France, Paris (75000) - Référence : JR100327
Originellement mis en ligne le 6 décembre 2023 - Remontée le 29 janvier 2024 par Murex (+ d'offres)
Type de contrat :Stage
Métier :Développeur Java
Niveau d'étude requis :BAC+5 ou plus
Type d'entreprise :Editeur de logiciel
Localisation :Ile de France, Paris (75000)
Télétravail :Pas de télétravail
Compétences requises :Apache, C++, HDF5, Java, Traitement Data Marketing
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Poste à pourvoir

Team and context

The team is responsible for calculating the risk related to market data variations. The most known approach consists in evaluating a Value at Risk (VaR), other approaches being related to FRTB methodologies. All the calculated values force the banks to lock some funds to hedge market data risks. 

Being part of a team with 9 developers, you will also work with another team of 5 developers (market-data-scenarios). 

Your missions

Your mission, if you accept it, will be to:

- search and select one or more middlewares (gRPC and/or other frameworks) that will be used to communicate between several java Market Risk processes to replace the current proprietary tool (called Globs RPC). Those communications concern both Request-response protocols and distributed streaming. Use the frameworks in the context of the Market Risk code line (development) and assess their performances as well as the overall pros/cons (testing & synthesis).

- find, develop, and test the most appropriate aggregation algorithms in the Market Risk computations context to have higher performance (time/memory).

- develop a tool that exports Market Risk runs and results on disk using a public format (for instance Apache Parquet or HDF5), a minimum space and a controlled serialization/deserialization time.

- put in place a Chaos testing automated framework on the market risk services (kill/hang a service and see that everything recovers).

Profil recherché

Your profile

You like to: 

- develop in Java and know the basics of C++. 

- solve optimization issues, with a close control on performance (time, memory, latency...). 

- work closely with Product and Technical Owners to define, enrich, challenge specifications and constraints. 

- be exposed to most of the technical stack of Murex, and to interact with developers of lots of other teams. 

- learn, discover, and bring your own ideas. 

3rd year / Final year project

Description de la société

Murex is a global fintech leader in trading, risk management and processing solutions for capital markets.

Operating from our 19 offices, 2700 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world.

Join Murex and work on the challenges of an industry at the forefront of innovation and thrive in a people-centric environment.

You’ll be part of one global team where you can learn fast and stay true to yourself.

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