Senior Back-End .Net Developer

About project:

We're developing a strategic risk-management platform in one of the World's Top 10 Investment Banks. It is a mission-critical project for the Client because it enables large scale Monte Carlo simulations to forecast future cash flows of derivative trades and portfolios along with quantification of associated risks, which are used by Client's traders across the world. It is also used for Stress testing and runs hundreds of potential economic scenarios to confirm Bank's readiness for various business conditions to market regulators. Calculated exposures are used for Basel 3 reporting, RWA calculations, trading limits, valuation of Market and Credit risks etc.

This platform performs overnight data loading and runs batch processing during the day to deliver data to downstream systems according to strict SLAs. It is also capable of intraday online calculations. This is a legacy platform to an extent, but we keep developing new components and modify existing ones, there is more development than support activities. Also, there is undergoing Automation program sponsored by Client's top management in order to bring platform to modern and automated delivery process. We strive to reduce manual work and bring best engineering ideas to life.

Our team:

We're part of Client's Risk Analytics IT department, there is around 80 Luxoft professionals organized into several cross-functional development and supporting teams. Team size is 8-10 people, with a Team Lead, .Net developers, Oracle developers, QA Engineers and System analysts. We generally follow 4 sprints development cycle, each sprint being 2 weeks, but team is free to adapt to their projects needs in terms of methodology and software development process. We value teamwork, as well as recognize individual contribution into success of the project.

Technology stack:

[Core development] - .Net 4.6.2, C# 6.0, Visual Studio 2017, xQuery, XSLT, Spring.net, ApacheThrift, ASP.NET MVC (minor), Java 1.6 (minor), PL/SQL, SQL, TibcoEMS

[CI / DevOps] - GitHub, TeamCity, MS Build, SVN, Puppet, Nexus, NUnit, SonarQube, Docker, Unix, Elastic Stack (ELK), Bash

[DB] - Oracle 11g, MongoDB 4.0.1, MS-SQL BI (SSIS, SSAS)

[QA] - Jira X-Ray, PowerShell, Python

[Grid computing] - DataSynapse Grid server, Microsoft Azure

Opportunities for you:

• Become a valuable expert by delivering top-notch Investment Banking regulatory programs (SIMM, CCAR, FRTB etc.)
• Grow as a seasoned professional by working on a complex business-critical platform, learn from a team of over 100 experts
• Favorable environment for career growth, which depends on your career goals: develop your seniority / change into new technology / grow into management. Good ambitions are very much appreciated
• Ownership, hardworking and efficient ideas are rewarded
• Bonus program to acknowledge top performers
• New technologies / tools / inventions are appreciated by Client
• Become professional in risk-management systems, which is highly demanded on Investment Banking market
• Get experience with high performance system using distributed calculations and cloud computing
• Occasional work from home is possible
• Large amount of training materials from Luxoft, sponsorship of Certifications