Senior C# Developer
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?
Senior C# Developer
Miejsce pracy: Wroclaw
Nr Ref.: VR-9339
Responsibilites
- Developing the strategic risk management system and associated trading tools for the bank's trading desk.
- Working on the bank's strategic Front Office Risk Platform.
- Developing sophisticated risk analysis and reporting functionality.
- Developing market and trade data interfaces.
- Developing services to integrate the risk analytics engine with the trading application layer
- Providing ad hoc development support to the desk
Requirements
Technical skills:
- Strong C# with multi-threading and excellent design skills (4+ years of experience)
- Excel knowledge (enough to navigate complex trading sheets for reconciliation purposes)
- Experience in visualisation of data
- Sql Server or Sql Analysis Services experience
- Exposure to financial products within a risk orientated environment
- Strong exposure to market data and trade data within a Investment Banking environment
Soft skills:
- Independence in acting
- Team player
- Good communication skills
- Fluent English skills
We offer
Team is responsible for implementing the technology services to:
- Properly measure counterparty credit exposures across all products, desks and counterparties.
- Properly price counterparty risk in real time for all trades based on marginal impact.
- Provide analytics to monitor and evaluate trades and the resulting counterparty risk portfolio.
- Revalue the portfolio daily and calculate the monthly counterparty for external reporting purposes.
- Building out more front-office trader tools and functionality