Luxoft is a global leader in high-end software development.
Luxoft is looking for talents with a passion for technology & ready to create original solutions. Once on board, you are invited to expand your knowledge & skills, offering you a continuous learning experience helping you stretch your potential.
So if you’re enthusiastic by the idea of accessing cutting edge technology & innovation to make an impact, why don't you join us?
This role will provide an opportunity to work in a dynamic team on a front-to-back solution for Basel regulatory project. Whilst the Core Calculation Team are responsible for sourcing, calculating and feeding margin to satisfy the regulators, the UI Team are responsible for providing a view of the same data, but also allowing the users to calculate and interrogate any margin value to explain its day on day movement.
The UI stack is composed of several parts:
- A simple ASP.MVC app serving up an Angular (Angular 2) SPA.
- A SPA using Angular and written in Typescript.
- A proprietary data aggregation/manipulation engine.
- A multi-threaded, compute intensive calculator used to calculate IM for any slice of data.
Responsibilities include:
- Developing, testing, and releasing front-to-back cutting edge HTML5 and .Net solutions.
- Interfacing with other individuals/teams eg Front Office, Desk, BAs to help drive out accurate requirements; and BAU/ Support to assist with release and production issues.
- Taking ownership for new or existing functionality and seeing it through to completion, while paying great attention to its quality and appropriateness.
- Web stack – Typescript, Angular, UI Bootstrap
- C# 4.5
- SASS
- Unit testing – Nunit, RhinoMocks, Jasmine, Karma
- Agile
Risk Technology, a part of Global Markets, has an IT infrastructure based on Risk Management Systems providing a common set of tools to calculate risk and generate risk feeds. Working within GM IT offers a unique exposure to multiple asset classes within Global Markets and cutting edge technology in a big scale.
The Initial Margin project is based on recent regulation originating from BCBS/IOSCO as part of the regulatory response to the 2008 financial crisis. Those banks engaging in OTC bilaterally settled derivatives trading had by 1 September 2016 to deliver both collect and post collateral amounts against such trading.
The team successfully delivered on that date, and are now scaling to encompass all trading from the global Credit Suisse group with its counterparties, and all internal trading between global Credit Suisse legal entities.
The UI team will consist of 2 individuals. Additionally the Core Calculation team consists of 10 with ~6 seated in Wroclaw, Poland. The entire project is supported by 2 BAs and 3 PMs.
Future hires will also take place in Raleigh, USA
The candidate will use cutting edge .Net and Web technologies where scalability is paramount. The UI team face challenges both in terms of scaling to handle large volumes of data, as well as scaling to produce calculations within an acceptable timeframe.
Due to the agile nature of the team the candidate must be comfortable taking requirements directly from the business, and producing robust solutions with minimal direction.
This is a great opportunity for anyone who enjoys working in a fast paced environment with a great focus on software delivery and quality.