C# Developer – Counterparty & Treasury IT recruitment

UBS is a leading global financial services firm. Our Investment Bank is one of the world’s top global investment banking and securities firms, providing a full spectrum of products to institutional and corporate clients, intermediaries, government and hedge funds worldwide.

The recently formed Counterparty Treasury IT function within the UBS Investment Bank manages the build out and support of UBS’ Credit Valuation Adjustment, Counterparty Credit Risk, Liquidity Funding IT systems

Across this area there are a number of established programmes and new books of work delivering strategic change and tangible business benefit to UBS Investment Bank and Group Functions. This is a market differentiating department with exciting opportunities to get involved in very topical areas such as Counterparty Credit Risk / CVA, Secured Unsecured Funding and Investment Bank Liquidity projects and business process change.

The work within this department is actively sponsored by the UBS Group Treasurer, the Investment Bank Chief Operations Officer, and the IB Treasury Trading global head whilst also actively supported by the Front Office and Control function heads.

Your job is within one of the most high profile and well-respected IT teams in the City, building out the capabilities to allow our trading desks to actively manage credit and liquidity risks in the markets.

Your job is to take responsibility for the design and build of new strategic data sourcing components, working within the data sourcing team of Risk Analytics. Your work will span Trade Data, Market Data and Reference Data, for a trading portfolio including Equity Derivatives, Fixed Interest Derivatives, Credit Derivatives, Commodities, FX, Bonds and Exchange Traded Derivatives.

You must work in a team. You must produce high quality software aligned to the data sourcing strategy.

Requirements

You are a hands on software developer with extensive experience of working in a complex, front to back integrated systems at Investment Banks.

Essential competencies:
• Ability to write clear and succinct designs
• Ability to lead small teams of developers
• Write software using C# and Oracle for data sourcing and distribution (batch, message and request response)
• Exposure to ESB (such as Tibco ActiveMatrix) and Complex Event Processing technologies
• Experience working in an agile and iterative environment, using test driven development and similar practices
• Excellent written communication; ability to create powerful and maintainable documentation

Highly desirable:
• Strong knowledge of database technology, ideally Oracle 10g
• Oracle 10 11G SQL performance tuning skills
• Strong knowledge of system integration through enterprise messaging, ideally Tibco EMS
• Knowledge of CVA and RWA risk measures
• Strong knowledge of structured derivatives

UBS can offer you an environment geared towards performance, attractive career opportunities, and an open corporate culture that values and rewards the contribution of every individual.

Want to further your career in an organization where your contribution can make a difference? Apply now at www.ubs.com/careers. We look forward to hearing from you.

UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.