Core C# SQL Developer Front Office 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:

  • 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
  • strong interest in both technologies and business aspects specifically RISK ( desirable XVA, FVA OR CVA)  and good academics.

Desirable Skills:- Experience with MapR; Knowledge of Leverage Ratio, LCR, R-NFB

This is a contract role paying £550 - £650 per day.  Please quote reference JSADL02788 when applying and send your cv to This email address is being protected from spambots. You need JavaScript enabled to view it.

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