1177 Senior C# Developer - FID - Wroclaw Beeline ID: 18016-1 (M. Juzwa, WPF)
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1177 Senior C# Developer - FID - Wroclaw Beeline ID: 18016-1 (M. Juzwa, WPF)
Miejsce pracy: Wroclaw
Nr Ref.: VR-15070
Responsibilites
The CVA (Credit Valuation Adjustment) IT 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 CVA, offsetting own spread CVA and net CVA for external reporting purposes.
- Building out more front-office trader tools and functionality.
Requirements
- 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
We offer
This hire is for replacement.
Credit Suisse's participation in the OTC derivatives market exposes the bank to counterparty credit risk. Credit Suisse manages counterparty credit risk by setting credit limits at counterparty level, by pricing and hedging counterparty risk and by calculating and allocating economic capital.
We offer...
- Developing the strategic risk management system and associated trading tools for the bank's CVA (Credit Valuation Adjustment) 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