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?
In his role candidate will be responsible for:
− Implementation of systems' and applications’ extensions according to business and/or IT requirements,
− supporting users and production support teams with specialist knowledge and expertise ,
− communication with teams’ stakeholders on refining requirements
Essentials Skills and Qualifications:
− Strong C# with multi-threading and excellent design skills (3+ years of commercial experience)
− Excel knowledge (enough to navigate complex trading sheets for reconciliation purposes)
− SQL Server or SQL Analysis Services experience
− Good communication skills in English
Desired Skills and Qualifications:
− WPF knowledge
− Exposure to financial products within a risk orientated environment
− Strong exposure to market data and trade data within an Investment Banking environment
Collateral Adjusted Valuation (CAV) is an enhancement of derivatives valuation methodology taking into account collateral funding cost. The CAV trading desk supports bank’s business lines on calculating CAV and centralizing the impact and managing associated risk. The desk is involved as well in Leverage Ratio and Trade Compression activities.
CAV IT team provides CAV Trading with systems and software tools supporting business need. The main deliverable team is responsible for is an instance of Risk & Profit and Loss system providing calculations and reporting services crucial for business operations.