C# Risk Engine Developer - xVA - NoSQL - Contract

  • GBP550 - GBP800 per day
  • London, England, United Kingdom
  • Contract, Full time
  • McGregor Boyall
  • 25 Jul 16

C# Risk Engine Developer - xVA - NoSQL - Contract

C# Risk Engine Developer

xVA / Counterparty / NoSQL

My client, a leading European investment bank, is looking for an experienced developer to join their xVA desk, which is responsible for actively managing the market value of the counterparty risk (CVA) and funding risk (FVA) generated by Global Markets trading activity. It consists of a small number of traders and structurers located in London/HK and NY. The xVA IT team is currently providing the xVA desk with xVA Risks, daily xVA PnL explain and ad hoc risks

The successful candidate will work on the integration of a new xVA calculation engine. Their main responsibility will be to contribute actively to the selection of the NoSQL technology and its integration and optimization within the xVA platform.

Skills / Experience

  • Deep understanding of Object Oriented Programming, patterns and principles
  • Deep understanding of .NET C#, with a good knowledge of its ecosystem
  • Proficient with Microsoft SQL Server (Performance tuning…)
  • Proficient with NoSQL (QuasarDB, Cassandra, MongoDB, Redis…)

Personal Attributes

  • Ability to work independently
  • Strong communication and analytical skills
  • Attention to detail is essential especially when under pressure and time constraints
  • Proactive approach to dealing with challenges
  • Highly motivated to work directly for a front-office IT team
  • Acts with discipline

The following experience is desirable:

  • Good understanding of a trading desk's operations
  • Experience in building counterparty risk platform

McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.