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?
- Responsible for the design and development of WPF applications
- Provide technical guidance to ensure performance and scalability
- Leverage automated testing
- Participate in code reviews
- Enforce standards and best practices
- Participate in Agile SDLC
- Degree in Computer Science
- Solid knowledge of .Net C# and WCF
- Good knowledge of WPF
- Experience implementing multithreaded applications
- Experience with JIRA, Git, TeamCity
- Understanding of Agile SDLC, Continuous Integration, Automated Testing, User Acceptance Testing processes
- Good communication skills
The project provides the core analytics engine & associated infrastructure used for computing the counterparty credit exposure arising from OTC derivatives traded by the big international bank.
Any firm participating in the OTC derivatives market is exposed to a counterparty credit risk. This risk is especially important for institutions that have large derivatives portfolios. Banks manage counterparty credit risk by setting credit limits at counterparty level, by pricing and hedging counterparty risk and by calculating and allocating economic capital.
Modelling counterparty risk is difficult from both mathematical and computational points of view because of the uncertainty of future credit exposure and often requires extensive use of numerical methods and simulations.
The main goal of the program is to develop, optimize and maintain the risk analysis system for a big international bank with a number of internal divisions.
The candidate is expected to provide his technology expertise to help strengthen the position of Luxoft as a strategic IT service supplier for the customer, with a range of services spanning from very complex and large-scale IT transformational initiatives to application support.
Delivery Process:
A typical scrum team on this project has between five and seven people of different profiles: C#, WPF / ASP.NET MVC, Oracle / MS SQL, QA, BA.
The product owner is a principal stakeholder from the customer side who is responsible for managing other stakeholder's functional requirements and expectations. He keeps the product backlog and defines acceptance criteria for every feature. Luxoft business analysts will work closely with the product owner and functional architects, and will responsible for detailed requirements specification.
Luxoft solution architect together with the customer's technical architects define initial architectural vision and all non-functional requirements.
Technologies:
Front End
- HTML5 / ASP.NET MVC / WPF / C#
Back End
- C#, WCF, Data Synapse GRID, Oracle, MS SQL Analysis Service