Senior 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?
Senior C# Developer
Miejsce pracy: Wroclaw
Nr Ref.: VR-15070
Responsibilites
Our 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 an Investment Banking environment.
We offer
In this project you will have the opportunities to participate in the OTC derivatives market. We manage counterparty credit risk by setting credit limits at counterparty level, by pricing and hedging counterparty risk and by calculating and allocating economic capital.
You will have the opportunities to:
- Developing the strategic risk management system and associated trading tools,
- Working on the strategic 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.