Java developer - Core Java / J2SE - Volatilities

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Looking to rebuild a Volatility Interpolation Service in java, this top tier investment bank is looking for core java developer to join their Risk Technology team. The application interpolates an implied volatility surface for the requested expirations and prices (strikes or spot- and forward-based deltas), and is used by traders, quants and other internal clients across the bank.
Starting from a legacy system in C++, the developers will be completely rebuilding this greenfield project from scratch using core java, TCP/ IP sockets, multithreading  (java.util.concurrent), EHCache optimisation, Apache CXF, Apache Ivy, SAP Memory Analyzer, JMX and JUnit. The brief is to significantly improve latency, cache hits and solve any memory and performance related issues

Key Skills:

Core Java 6
Multithreading (java.util.concurrent),
Spring
EHCache
Apache CXF
Apache Ivy
SAP Memory Analyzer
JMX
JUnit
Unix scripting
Sybase
Perforce

http://www.technojobs.co.uk/job.phtml/450107

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