C#/SQL/VBA Agile Developer

An experienced C# / SQL / VBA developer to work on Risk Viewer - a risk aggregation system. It takes risk and valuation data from the various front office risk systems and aggregates this to enable traders to see their total position. Other secondary tasks have been created to enrich the risk information with trade, asset and market data to provide insights into risk and Profit And Loss (P&L) trends at all levels of granularity and across multiple books and desks.

• Direct involvement with traders for problem identification is sometimes required
• Involvement in 2nd Line Support, investigation and resolution of production issues will be expected.

• 2+ years commercial software development
• Very good knowledge of T-SQL: ability to create and understand complex query, database design and performance tuning
• C# and Object Oriented Programming
• Good communication skills, English

Nice to have:

• VBA & Excel: ability to write new modules, classes and understand the existing code
• Understanding of bulk transactions in SQL
• Financial knowledge of derivative products

The candidate will join the EDIT team as a specialist in risk aggregation across the various front office risk systems. Risk Viewer is an end of day system which aggregates risk and PV across the various front office risk systems and proves traders with a consolidated view of their position and the ability to drill down to trade level information.

The Equity Derivatives IT (EDIT) department is responsible for the end-to-end management and delivery of Information Technology for the global Equity Derivatives and Fund-Linked Products businesses.

In particular, it develops and supports Front Office Systems & Tools used by the global Equity Derivatives business for flow and exotic equity derivatives, options and fund linked products, as well as overall management of the IT strategy and portfolio across the Front, Middle and Back Office for these businesses.

The Equity Derivatives business has a large and on-going programme of work which includes strategic re-engineering of its IT systems and architecture to meet the challenges of a major increase in trading volumes, as well as support for new trade types, and the EDIT department is responsible for the overall delivery of this programme.