C# Agile RISK Developer - XVA Algo Investment Bank
C# Object Orientated Agile developer in the xVA IT team required for top Bank. Working on the development of a new system (1 year old) which manages data related to xVA, compute xVA risks and xVA PnL Explain and provides users with a Web Front End.
C# developer using Agile methodologies and the latest technologies for Back and Front End development (C#, .NET 4.6, HTML5, SQL Server). Client facing therefore excellent communication and analytical skills are essential.
As part of Global Markets Risk and Pnl Technology, the xVA IT team is responsible for the development of the xVA FO systems for xVA trading Desk. This desk is responsible for actively managing for Global Markets the market value of xVAs (counterparty risk (CVA), funding risk (FVA), OISBor ) generated by Global Markets trading activity. It consists of a small number of traders and structurers located in London, HK, NY and Brussels.
Skills & Experience Required:
We are looking for candidates with strong interest in both technologies and business aspects.
- Deep understanding of Object Oriented Programming, patterns and principles
- Deep understanding of .NET C#, with a good knowledge of its ecosystem
- Ability to write efficient algorithms
- Experience in SQL
- Ability to work independently
- Strong communication, analytical skills and attention to detail is essential especially when under pressure and time constraints
- Proactive and flexible approach to dealing with challenges
- Highly motivated to work directly for a Front Office IT team
- Experience with distributed file systems and grid computing
- Experience with xVA risk systems
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