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?
The candidate for this developer role will design, implement and enhance the intraday risk solution provided for the Macro Rates NY Swaps trading desk. This is a high profile role focusing on the Photon application. The successful candidate will directly impact trading's ability to manage risk.
The candidate is required to:
Own the implementation of the Photon intraday risk management application.
Understand and help shape client's requirements.
Plan and lead end-to-end development from technical specifications and design documents.
Provide 3rd line (dev) support.
Perform successful unit, performance, system integration, and acceptance testing.
Conduct code reviews, and incorporate lessons into work practices.
Co-ordinate tasks with other teams (Quality Assurance, 1st / 2nd line support, Quants, Grid computing).
Essential:
- Minimum 3 years C#, .Net development experience.
- Ability to take ownership
- Innovative approach and methodical analytical style of problem solving.
- Good understanding of SDLC practices.
- Ability to work individually, in a team and across teams.
- Strong communicator with peers, managers and business users, demonstrating succinctness and clarity
Desirable:
- EMS
- SVN, Perforce, Jira, Confluence, Splunk
- Basic knowledge of risk for derivatives products
- MS Excel
- In-depth knowledge of OTC and exchange-traded derivatives products; valuation and risk of these products.
- Multi-tier distributed risk management systems.
- Mongo DB (database)
Experience in writing high performance low latency systems and financial engineering is a plus, but is not absolutely required - successful candidates will be introduced to investment banking basics through classroom and web training
Project name: Photon
Project description: Intraday solution for Macro Swaps desk in NY