We are looking for an experienced C# Developer for a project in banking industry. Ideal candidate should have experience with multithreading applications and be familiar with memory management issues. It is unlikely to create low-level code here, but they do have some of that code in the application.
Projects will range from major and minor enhancements to improving controls / efficiency in existing layers, extending those applications for new business initiatives, and the implementation of newly developed in-house interfaces and technologies.
The team is responsible for the bank's strategic distributed risk system and associated toolset, extending it to support the xVA Trading desk, including:
- Sophisticated risk analysis and reporting functionality
- Market and trade data interfaces.
- Services to integrate the risk analytics engine with the trading application layer
- Scenario and regulatory exposure calculations
- Downstream feeds and reporting layer
- Provide ad hoc third line development support to the desk
Essential skills:
- Strong C# server knowledge with multi-threading and excellent design skills
- Strong MS SQL Server and/or SSAS knowledge
- Knowledge and experience with development of WPF applications
- Ability to pick up any technical problem and run with it to reach a successful conclusion
- Excellent communication skills in English (both verbal and written) to interact with key stakeholders and regional teams
Desired skills:
- Distributed grid computing platforms/solutions
- Model integration skills
- Exposure to market and trade data within an Investment Banking environment
- Experience and/or knowledge related to financial markets and credit risk will be considered as a plus