Senior Java/Kotlin Engineer (Capital Markets)

About the opportunity
We are hiring on behalf of a global digital engineering company. You will join the Equity Accelerator program: a multi-year strategic initiative to modernize the Prime Finance Equities platform. The program re-engineers core trading systems, builds new data and market-expansion platforms, and launches advanced client features such as cross-margining and credit financing, replacing legacy architecture with event-driven, cloud-native systems.

This is not a greenfield build. You will work inside a complex, financially significant production system, assess system behavior and data integrity in dynamic market environments, contribute to architectural decisions and operate with a high degree of autonomy in an experienced engineering group.

Hybrid role in Jersey City, NJ: 3 days a week in the office. Onboarding takes place in person.

What you will do

• Re-engineer core trading and post-trade systems into event-driven, cloud-native services on the JVM (Java and Kotlin).
• Modernize legacy components while keeping a live, financially significant platform stable.
• Build the new data and market-expansion platforms and the plumbing for features such as cross-margining and credit financing.
• Design for the realities of event-driven systems: failure handling, ordering guarantees, replay semantics and data integrity under market pressure.
• Practice TDD and shift-left testing by default: local-first testing with containerized dependencies, fast feedback loops, end-to-end ownership of quality.
• Deliver iteratively: trunk-based development, CI/CD and weekly (or more frequent) zero-downtime production releases.
• Work directly with business stakeholders and upstream/downstream teams to build your own domain knowledge.
• Use AI-assisted and agentic development tools for legacy code analysis, test generation, prototyping and refactoring.

What we are looking for

• Expert-level Java, with Kotlin experience or a clear appetite for it (enterprise-grade systems, multi-threading, performance).
• Practical experience designing and building event-driven systems on message-passing and event-sourcing patterns.
• Test-Driven Development as a real practice: you design for testability and own quality end-to-end (assessed at interview).
• Hands-on experience in or alongside a capital markets trading or post-trade environment: trade lifecycle, trade booking and position management, cashflow calculation, settlement and wires, client reporting, accounting principles. Concrete examples expected.
• A track record of genuine iterative delivery: short feedback loops, trunk-based development, CI/CD, regular zero-downtime releases.
• Proven ability to analyze, refactor and modernize large-scale legacy systems while maintaining stability.
• Senior-level autonomy: you contribute to design discussions and push back constructively on technical decisions.
• Bachelor's degree in Computer Science or a similar field.

Nice to have

• Prime Brokerage, Synthetic (Swap) or Cash Equity operational flows (a significant advantage).
• Corporate actions, regulatory reporting (871(m), EMIR, MiFID), integration with risk/valuation systems in equities.
• Strong SQL Server: T-SQL, schema design, performance tuning, complex data models in high-transaction environments.
• Kafka (or similar event-streaming platforms) at scale, and MongoDB.
• Kubernetes/OpenShift, cloud-native operations, observability with OpenTelemetry, ELK and Grafana.
• AI-first development experience: agentic coding workflows for legacy analysis, refactoring and test generation.

What we offer

• Work on a large-scale capital markets modernization program.
• A highly motivated, experienced engineering team.
• Competitive compensation and a benefits package: medical, vision, dental and more.
• Flexible schedule and professional development opportunities.
• Well-equipped office and corporate social events.