Primary duties will involve working with .NET, GUI Design, WPF and cross-browser technologies. We require a minimum of 5 years commercial exposure as a programmer, with strong C# skills.
The candidate will integrate a small development team (currently 4 people, to grow to 6) to develop and maintain an in-house application covering FO counterparty risk (XVA pricing and management) and loan pricing, running on windows with SQL Server. Full .Net stack using WPF for the GUI, wcf, quants library via dotnet interface and heavy calculation done on the grid.
The team is based in London and directly working for the Front Office traders. It has formed a close relationship with the quantitative team integrating the pricing models into the XVA engine and being quite autonomous in responding to business requirements. Its success calls for more investment and a further integration into the risk systems.
The development is strategic and meant to grow within the bank. For this purpose it needs to be re-enforced with internal technologists that will ensure its development and sustainability in the long term.
REQUIREMENTS AND EXPERIENCE
o C# (.NET 3.5 or later)
o Development GUI with WPF (would need to have done WPF in a recent position).
o Degree in computer science or engineering
o Experience in banking
o Familiar with database design / performance tuning SQL Server would be a bonus.
o A passion for writing clean and testable code