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?
C# Developer
Miejsce pracy: Warsaw
Nr Ref.: VR-24167
Responsibilites
Duties and Responsibilities
- Design and develop a risk calculations framework including calculation modules, connectivity to data sources
- Reviews alternative implementations and suggests/implements improvements.
- Work with Risk IT to ensure quant code is seamlessly integrated within the banks’s IT systems
- Manage model release processes including integration, regression testing, user acceptance testing.
- Code C# quantitative libraries
Requirements
Essentials Skills and Qualifications:
- Expert C# .Net skills
- Extensive knowledge and prior experience with development tools like SVN, JIRA, TeamCity, Confluence
- Experience in coding numerical methods and algorithms
- Strong mathematical skills, excellent analytic, problem solving, and troubleshooting skills
- At least 2-3 years C# .Net development experience.
Desired Skills and Qualifications:
- At least 5 years C# .Net quant development experience, preferably in a quantitative risk role.
- Expert C# .Net skills, Java development skills, Microsoft Excel/VBA, LINQ, XML, Visual Studio, .NET Framework
- Extensive knowledge and prior experience with development tools like SVN, JIRA, TeamCity, Confluence, etc.
- Strong knowledge of object oriented design and design patterns
- Strong mathematical skills, excellent analytic, problem solving, and troubleshooting skills
- Experience in coding numerical methods and algorithms
- Basic Quantitative Risk knowledge
- Written and verbal communication, team working skills
- Effective communication skills and ability to work well in a team and a relationship builder.
- Highly organized, good planner, tracker and chaser with ability to engage experts to deliver.
- Ability to produce high quality, accurate work, under pressure and to tight deadlines.
- Willingness to question and challenge the way things are done and to come up with alternative approaches.
We offer
FRTB Risk Methodology team within Quantitative Analytics has an opportunity for an experienced quantitative development professional to assist in the development of a C# based generic risk engine to be used for risk calculations. The candidate will work on implementation of model aligned with upcoming Fundamental Review of Trading Book (FRTB) regulations.