Murex Developer (Java)

Java Build Overview Murex Risk and Market Data stream has significant Java  build requirements now and going forwards. The need is to support and extend an existing Java service (CalCurve to Murex bridge) that connects to CalCurve and transforms the curve data using calls to quant libraries before sending it into Murex. The service is a complex and efficient component that has ben subject to very few bugs. It is a successful part of the Murex program, however we have work to do to make the code and component compliant by UBS standards. We plan to make this service into a wider scope Market Data Hub for all inbound market data feeds into Murex (including fixings) so that the feeds benefit from the following:

Consistent, live,  monitoring exposed to support users through Clarian Re-run ability in any Murex environment for any date for testing purposes Automated unit tests to prevent unit level regression Automated acceptance tests to ensure business logic in the transformation is not regressed

See also market data hub specification document.   Java Skills Required To achieve this, the Java team needs, as a whole, to be capable of the following:

Understanding of Scrum SDLC Writing good quality documentation. Sequence diagrams, Class diagrams, UML Strong verbal communication skills in English, we have to discuss complex concepts, communication skills are tested daily Java class level design given specifications for the build, documented. Test driven development, design for test driven development Familiarity with source code control, Junit testing, continuous integration. Using automated acceptance testing to capture the business transformation being done. Using a framework such as Fitnesse. Incorporating java build into a build server and configuring such to run the automatic tests Proper uses of configuration management through source control SVN and GIT Prior experience, or the potential to learn to work with quant libraries in a spreadsheet - calling them to do simple calculations on curves. This is needed for testing/analysis. Prior experience, or the potential to learn the domain knowledge that is required.  Efficient, high performing java build of this type only occurs when a strong grasp of the domain is present - see business knowledge section below Java skills:

Essential: Multithreading, Object Orientation, core java, experience of developing with an IDE on the Windows platform (Intellij, Eclipse or similar). Desirable: Spring framework, Hibernate, Fitnesse, JDBC, Maven

Basic database skills, simple queries, joins, group by etc. Unix skills, command line familiarity and basic scripting. How to check processes and kill them, examining memory, disk, processor and port usage etc. We use Unix scripting as part of some automation and to start and stop services. Python - in addition to unix, python is used for some scripting Experience for interfacing with systems external to the team, these might be file based, web service, data-bus, queues, databases or other, implemented in a number of technologies Understanding or capability to learn Java/scripting calls to Murex APIs, particularly:

MDCS API MDRS API Trade Repository API SPI Basic Murex skills: Capability to book a trade in eTradePad, view curves (hedge and pricing), explore data in the cache, examine the RTBS configuration and start and stop components. This is needed to unit test the Java code as it interacts with Murex.