Our client, top tier global investment bank, is building a new high-performance analytics platform with big data processing engines and storage to aid in achieving its strategic goals.
The primary purpose of this platform is to calculate various trading analytics metrics in both real-time and batch modes to feed this data to trading systems and reporting dashboards for quantitative traders.
The candidate will develop high-performance calculation engine platform which processes huge volumes of data in streaming and batch modes as a part of a co-located team in Warsaw with close interaction with other teams over the globe.
- Analysis of existing systems to be replaced with new solution
- Design and architecture of the new platform
- Development of components to support existing functionality
- Creating components to implement new business demands
- Scalability and performance optimization
- Integration with various external data sources (Storm, JDBC, KDB+, websockets, REST services, flat files)
- Creating high-performance in-memory intermediate layer (Spark streaming, Redis)
- Organizing data logistics and processing (Kafka, Spark)
- Organizing efficient persistent data storage for reporting (HDFS, AVRO, parquet)
- Creating high-performance data processing engines both near real-time and batch (Spark, Spark Streaming)
- Java 8 (+Spring) 3+ years
- Parquet, AVRO
- HDFS, Hive, HBase, Impala
Nice to have:
- Scala, Python
- Spark, Spark Streaming 2+ years
- Kafka 1+ years
- Apache Storm
- JDBC, KDB+, websockets, REST
- Redis, in-memory storage
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Job posted on
23 September 2020