Senior Dotnet Developer
The Markets Platform plays a critical role providing end to end management and development of Financial Markets, Capital Markets and Trade services across digital and relationship channels. The Risk and Finance Lab has a particular focus on Front to Back Trade Flows, enabling Market and Credit Risk and Valuations and Risk for both the Treasury Trading Desks and Finance and Operations. Our key stakeholders are internal Front Office teams including the Trading Desk and the Quantitative Research team.
We need an experienced engineer to join us :
- Taking a lead role in managing the Risk Analytics Team and shaping the transformation of this capability to 2030. Providing direction to the evolution of these key analytics systems and integration with key bank projects.
- Taking on a software development and maintenance role adhering to the full software development lifecycle.
- Embracing agile methodology and be able to engage with Product Owners, Business Agility Leads, Customer Journey Managers and integrators at a Lab Level.
- Mentoring junior Engineers, to continually promote best practices and culture of excellence.
What we’re looking for:
- Bachelor's degree (or equivalent) in Engineering or Computer Science.
- Over 10 years' experience with complex systems implemented in .NET (C#).
- Basic knowledge of financial products including Interest Rate FX and Credit derivatives as well as the Fixed Income products.
- Experience with internal data formats such as TBL, for trade and market data is essential.
- Proven track record working with Quantitative Analytics libraries, including their integration with the wider eco-system. Understanding of Credit Valuation Adjustment Analytics requirements and strong track record managing the data flows and orchestration of Markets Systems processing. Familiarity with the different ‘greek’ risk calculations including first and second order risks and ways of deriving these sensitivities. Understanding the standard approaches to Pnl Explain for both Finance and Front Office stakeholders.
- Experience with Microsoft Azure Cloud Native products, in particular Azure Batch and Hyperscale implementations, with Azure Blob data transfer and storage.
- Excellent SQL experience on Microsoft SQL Server and the ability to understand infrastructure and implementation trade-offs alongside complex ANSI SQL queries and their interaction with the CBO.
- DevOps standard methodology, with metrics driven development, continuous integration/deployment.
- Experience of working on Software teams with formal Source Code Control on Git
- Experience of Agile working including working alongside a team Product Owner or Agility Lead.
- Strong interpersonal skills as well as excellent written and verbal communication skills.
- HPC or grid computing experience.
- Experience of DevOps Deploy, Jenkins, Nexus Repository and Cloudability.
- C# REST API or SAML interfaces.