Senior C# Developer

Senior C# Developer
[online recruitment]
Location: Wroclaw
Reference number: VR-66250
Project Description:

The candidate for this role will be focusing on developing the Risk Management Platform and associated trading tools for the banks xVA Management trading desk. This is a high profile role working on the banks strategic front office risk platform where the right candidate has the opportunity to directly impact the projects success and stand out. This is an excellent opportunity for those with a risk background to gain front office trading and regulatory exposure.

The xVA Management desk is a global trading desk at bank present in London, New York and Singapore that has responsibility for:

  1. Credit Valuation Adjustment (CVA) Calculation and hedging,
  2. Collateral Adjusted Valuation (CAV) hedging,
  3. Funding Valuation Adjustment (FVA) calculation and hedging,
  4. Leverage ratio compression portfolio optimization.

The successful candidate will join the xVA IT team where their primary role will be to work closely with and support the activities of the xVA trading desk, developing solutions for ongoing trading requirements and major regulatory initiatives (e.g. CCAR, FRTB). This role provides an excellent opportunity to work closely with the front office and quant analysts in areas at the forefront of regulatory change and development in investment banking.

xVA IT is a dynamic front office-facing environment and will therefore require self-motivation, enthusiasm and very good communication skills in addition to strong, broad ranging technical abilities.

The candidate will work as part of a global team with developers in London (10+) and Wroclaw (20+), and trading desks in New York, London and Singapore.

Responsibilities

The team is responsible for the banks strategic distributed risk system and associated toolset, extending it to support the xVA Trading desk, including:

  • sophisticated risk analysis and reporting functionality,
  • market and trade data interfaces,
  • services to integrate the risk analytics engine with the trading application layer,
  • scenario and regulatory exposure calculations,
  • downstream feeds and reporting layer,
  • provide ad hoc third line development support to the desk.

Projects will range from major and minor enhancements to improving controls/efficiency in existing layers, extending those applications for new business initiatives, and the implementation of newly developed in-house interfaces and technologies.

With the main trading desks located in London and New York, this role offers close contact with front office trading and quantitative personnel, the ability to build business relationships and deliver solutions that have an immediate impact to our business.

Skills
  • Strong C# server knowledge with multi-threading and excellent design skills.
  • Strong MS SQL Server and/or SSAS knowledge.
  • Ability to pick up any technical problem and run with it to reach a successful conclusion.
  • Excellent communication skills in English (both verbal and written) to interact with key stakeholders and regional teams.
Our offer
Career and Professional Development
  • International projects for clients all over the world
  • Competitive salary
  • Individual development plan
  • Managerial Targeted Training programs
  • BRIDGE Mentoring Program
  • Luxoft Training Center
  • Language Classes
  • Self-learning online library
  • Global Relocation Program
  • Internal Mobility (a chance to gain experience in varied projects and technologies)
  • Professional communities for knowledge-sharing (Agile, Tech, Business)
Well-being
  • Group Life Insurance
  • Travel Insurance
  • Private Healthcare (dental care, unlimited consultations of specialist physicians)
  • Medical costs reimbursement for employees
  • Benefit Program (Cafeteria and Multisport Card)
Work-Life Balance
  • LuxGood Program (a wide range of health and well-being initiatives)
  • After-hours groups (sport, trips, board games, cultural activities)
  • Company and Team events
  • BeLux - discount offers program (banking, car leasing, other)
  • Convenient locations in modern offices
Career and Professional Development
  • International projects for clients all over the world
  • Competitive salary
  • Individual development plan
  • Managerial Targeted Training programs
  • BRIDGE Mentoring Program
  • Luxoft Training Center
  • Language Classes
  • Self-learning online library
  • Global Relocation Program
  • Internal Mobility (a chance to gain experience in varied projects and technologies)
  • Professional communities for knowledge-sharing (Agile, Tech, Business)
Well-being
  • Group Life Insurance
  • Travel Insurance
  • Private Healthcare (dental care, unlimited consultations of specialist physicians)
  • Medical costs reimbursement for employees
  • Benefit Program (Cafeteria and Multisport Card)
Work-Life Balance
  • LuxGood Program (a wide range of health and well-being initiatives)
  • After-hours groups (sport, trips, board games, cultural activities)
  • Company and Team events
  • BeLux - discount offers program (banking, car leasing, other)
  • Convenient locations in modern offices
Please send your CV with consent for processing your personal data for recruitment purposes using the below button
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Informujemy, że administratorem danych jest Luxoft z siedzibą w Krakowie, ul. Bora Komorowskiego(dalej jako "administrator"). Masz prawo do żądania dostępu do swoich danych osobowych, ich sprostowania, usunięcia lub ograniczenia przetwarzania, prawo do wniesienia sprzeciwu wobec przetwarzania, a także prawo do przenoszenia danych oraz wniesienia skargi do organu nadzorczego. Dane osobowe przetwarzane będą w celu realizacji procesu rekrutacji. Podanie danych w zakresie wynikającym z ustawy z dnia 26 czerwca 1974 r. Kodeks pracy jest obowiązkowe. W pozostałym zakresie podanie danych jest dobrowolne. Odmowa podania danych obowiązkowych może skutkować brakiem możliwości przeprowadzenia procesu rekrutacji. Administrator przetwarza dane obowiązkowe na podstawie ciążącego na nim obowiązku prawnego, zaś w zakresie danych dodatkowych podstawą przetwarzania jest zgoda. Dane osobowe będą przetwarzane do czasu zakończenia postępowania rekrutacyjnego i przez okres możliwości dochodzenia ewentualnych roszczeń, a w przypadku wyrażenia zgody na udział w przyszłych postępowaniach rekrutacyjnych - do czasu wycofania tej zgody. Zgoda na przetwarzanie danych osobowych może zostać wycofana w dowolnym momencie.
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