C# XVA Developer

  • Location: London, England, United Kingdom
  • Salary: GBP600 - GBP700 per day
  • Job Type: Full time

C#, .NET, SQL, HTML, XVA, RISK, PNL

C#, .NET, SQL, HTML, XVA, RISK, PNL

This Global investment bank based in the city is looking for a senior developer to join their XVA team, the team is responsible for the developemtn of the XVA front office systems for XVA trading desk. The desk is responsible for managing for Global Markets the market value of XVA's , (CVA)and funding risk (EVA) generated by trading activity.

Key responsibilities

As a senior developer in the XVA team you will work on the development of a new system. This system manages data related to XVA risk and XVA PNL. As this role is faqcing directly to its users you will have to have excellent communication and analytical skills are essential.

Competencies:

  • Deep understanding of Object Oriented Programming, patterns and principles
  • Deep understanding of .NET C#, with a good knowledge of its ecosystem
  • Ability to write efficient algorithms
  • Experience in SQL
  • Strong communication and analytical skills
  • Highly motivated to work directly for a front-office IT team

Following experience is desirable but not mandatory:

  • Experience with distributed file systems and grid computing
  • Experience with xVA risk systems

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