Big Data Engineer (Java) – Financial Markets Pricing Architecture in Amsterdam

ING Profile

ING is a global bank with a strong European base. Our 57,000 employees serve around 39.3 million customers, corporate clients and financial institutions in over 40 countries. Our purpose is to empower people to stay a step ahead in life and in business.

We are proud to be a bank winning multiple awards in categories ranging from Customer Service excellence to innovation in a few consecutive years, including recent Global Finance magazine's Most Innovative Bank in Western Europe 2020.

The Mission

The ING Pricing Architecture (IPA) platform consists of multiple components that enable real-time and batch calculations of financial risk metrics and simulations (e.g. XVA, PFE, Value at Risk, Expected Shortfall, Bilateral Margining, pre-deal derivatives Pricing) which are driven by new banking regulations as well as advanced Risk analysis on the derivative product portfolio of Financial Markets (interest rates, credits, foreign exchange). This platform is in the heart of the IT landscape for our global dealing rooms and risk managers in Asia, Europe and Americas, with 7-9 scrum teams spread across 4 locations (Amsterdam, Brussels, Bucharest and Singapore), cooperating to evolve it towards target ING Financial Markets IT vision.

IPA DARE Purpose

We provide a fast, easy, secure and reliable Data, Analysis and Reporting Environment, based largely on the GCP technology in the public cloud, to Competitive Pricing squads and WB/FMGT stakeholders allowing them to have a stronger focus on their own purpose.

What we are looking for

We are in search of strong big data engineer who is technically passionate, solution-focused and able to contribute to the design, development, test automation and hardening (security, stability, deployment) of our in-house-developed pricing & risk components.

We live by our Orange Code that is built upon our values (We are honest, We are prudent and We are responsible) and is reflected in our behaviors (We take it on and make it happen, We help others to be successful and We are always a step ahead).

We expect you to speak English and have the following skills:

• A University degree in Computer Science, Software Engineering, Financial Engineering or equivalent.
• 3+ years of engineering experience.
• Strong analytical skills, proactivity and ability to work in cross-border international teams.
• Strong skills in algorithms and data structures.
• Proficient in Java 11 knowledge on java core, multi-threading, collections, streaming.
• Strong focus on performance, large data sets and towards event-driven architecture.
• Design and develop automated unit, integration and regression tests.
• Comfortable with relational databases and SQL.
• Familiarity with Git, Maven, CI/CD and documentation tools.
• Experience or affinity with IT Security concepts.
• Comfortable with remote collaboration tools (MS Teams), inner drive to stay productive in Work From Home world at least for some part of your time.
• Contributes to technology choices and architecture of newly built components and services.
• Interpret business requirements with the Product Owner and Feature Engineer during the refinement sessions, break down stories into the tasks, estimate the Story Points to develop, test and harden a feature with your colleagues, and deliver and support it on the production environment to our global users.

Opportunity for growth in the following areas:

• Apache Beam / GCP Dataflow
• GCP BigQuery
• GCS & GCP PubSub

Your key competencies

• Willingness to listen to, understand, learn from, but also give back to your (international) colleagues.
• Focus on delivering working software of high quality that satisfies customer requirements.
• You are curious and understand the latest developments in the technical and financial services.
• Willingness to understand Financial Markets concepts or familiarise yourself with the domain.
• You are comfortable discussing features with stakeholders and product owner and can translate the information gained into stories and working software with real business value.
• You have curiosity to learn and understand fundamentals (e.g., serialization, threading, transactions, functional programming benefits) even when using high-level technologies and frameworks.
• You have experience in Continuous Integration & Continuous Delivery tooling/practices.