Senior C# Engineer
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# Engineer
Miejsce pracy: Wroclaw
Nr Ref.: VR-15503
Responsibilites
- Provide application and business support to the CAV & CVA trading desks
- Develop and enhance the trading risk applications used by the desk
- Bug fix any issues found in the applications
- Investigate any issues found by Trading, QS, PC or SRM
- Make Ad-Hoc and BAU changes as and when requested by Trading, QS, PC or SRM
Requirements
- Experience in application support – advanced / must have
- C# knowledge – intermediate (on a level allowing for application debugging, issue troubleshooting)
- SQL server – advanced
- Ability to work independently and deal directly with traders regarding complex issues – must have
- Knowledge of financial / trading related instruments – will be considered as a string plus
We offer
The 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.
The team function requires them to perform valuation of trades from across the entire bank in order to calculate total exposure to the bank's counterparties. This creates a rare opportunity to increase knowledge across all asset classes whilst interacting with a trading desk that are engaged with IT and willing to spend time ensuring the IT solutions exactly meet their needs.
Application running in production environment in phase of maintenance and extension according to requirements coming from business and IT stakeholders. It uses mainly Microsoft technology stack: C#, SQL Server.