RISK C# Developer - Risk (CVA XVA) Investment Bank
C# SQL developer in the xVA 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 (P&L) 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. However this role is purely a Back End developer role
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 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:
- Looking for 2 candidates with strong interest in both technologies and business aspects specifically RISK or xVA or CVA, and good academics.
- Deep understanding of .NET C#, SQL and Object Oriented Programming, patterns and principles
- Ability to write efficient algorithms
- Experience of working directly for a Front Office IT team, strong communication, analytical skills and attention to detail is essential especially when under pressure and time constraints
Desirable Skills:- Experience with MapR; Knowledge of Leverage Ratio, LCR, R-NFB
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