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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 C# 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.
Candidate will become a first-class citizen in the team and have access to our all SMEs.
Any additional training covering business knowledge and technologies in use will be addressed on an as needed basis.
An introduction to the system architecture and the basics of risk management will be provided by the team on a day-to-day basis.
The candidate will be given the freedom to explore solutions and be empowered to find the optimal solution within the timeframes permitted by the project.
The rest of the team will always be accessible for any questions of queries.
The project is a great place to learn and grow and projects’ importance and exposure makes ones work meaningful.
Essential Skills and Qualifications:
- C# 4.5
- Web stack (ideally Typescript, Angular, UI Bootstrap)
- Unit testing (eg Nunit, RhinoMocks, Jamsine, Karma)
- Agile
Desired Skills and Qualifications:
- Build tools – TeamCity, MSBuild, Webpack2
- ASP.MVC
- SASS
- Java
SQL
Grid Technology (IBM Symphony)
- Risk computation & Processing
Past experience with in-bank risk systems
Tolerance for change
- Innovative, self-motivated and detail-oriented
- Proactive
Global Markets Technology provides innovative, robust and commercially differentiating front-to-back technology solutions to the Global Markets division, in support of delivering a high performing, transparent, and fully integrated markets franchise to our clients.
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 Bank group with its counterparties, and all internal trading between global Bank legal entities.
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.