C# Developer – Commodities – Risk recruitment

C# Developer - Exotic Commodities Risk

Front to back C# programmer with a solid OO background required for this top investment bank based in London. The Commodities IT Derivatives team is responsible for managing the banks exotic and structured trade life-cycling, risk management, regulatory reporting and exposure to commodities assets. The team are engaged in a high-profile multi-year re-engineering programme which will upgrade significant portions of the commodities infrastructure including market data management / derivation, risk platform / scenarios, regulatory feeds and trade booking / lifecycling.

The successful candidate will be key part of Derivatives Re-engineering team and will make important contributions towards this programme to deliver and define high quality strategic solutions to the business.

Essential:

Object oriented analytical and design skills.
Strong experience with understanding of C# .NET (up to v3.5)
Appreciation and experience with multiple testing phases, including automated unit-testing
Understanding of risk types - greeks, correlation, volatility
Object oriented analytical and design skills

Desired:

Understanding of caching (e.g. Oracle Coherence) and at least one messaging technology (ideally Solace or MQ)
Understanding of continuous integration tools such as: CruiseControl, NUnit, NCover, NAnt
Strong XML, XSLT and XSD experience
C++, Java and C# WPF knowledge
Knowledge of automated packaging and deployment tools such as WiX