Senior Support 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 Support Engineer
Miejsce pracy: Wroclaw
Nr Ref.: VR-10847
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 s
- Overnight batch report fixing
- Investigate any production issues
- Ensure downstream feeds OLAs are met
Requirements
The successful candidate will work on the bank's strategic risk system, extending it to support the CAV & CVA desks, including:
- Acting as 3rd line support for the Risk Management Systems taking escalations from 1st/2nd line
- Making configuration changes as and when required by Trading or downstream consumers
- Making changes to the environment to ensure optimal running
- Working with the Quants to make changes to Pricing Rules, Valuation Rules, adding trade types
- Significant experience with doing ad hoc testing and changes in live, production environment
- Good C# development skills
- Experience with using SQL
- Ability to work independently and deal directly with traders regarding complex issues
- Knowledge of financial / trading related risk and financial instruments (preferably Rates and Credit Derivatives) will be considered as a strong 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.