C# Developer 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 CVA Transformation Programme was initiated in late 2008. It is sponsored by the Chief Risk Officer, Investment Bank Chief Operating Officer and Global head of the Risk Exposure Management desk (now Investment Bank Treasury Trading) and supported by the heads of the Front Office and Control functions across UBS Investment Bank.

The main objectives of the CVA Transformation Programme are to further improve the quality of UBS’ counterparty reserving (Credit Valuation Adjustment – CVA Debit Valuation Adjustment - DVA), manage CVA / DVA centrally across the Investment Bank and ultimately provide that data to Control for RWA / Capital, Collateral and exposure management purposes.

Your job is to work as a developer within one of the development teams running the Counterparty Credit Risk Analytics platform for UBS Investment Bank. You will work in close partnership with the quantitative analysts team on extending risk measures and product coverage in the Risk Analytics platform as required by the CVA, Finance, Market Risk and Credit Risk stakeholders.

Requirements

You are a hands on developer with extensive experience of delivering complex systems at Investment Banks.

Essential competencies:
- Strong C# expertise (ideally v3.5 and 4), with extensive knowledge of Visual Studio and multi-threaded frameworks like WCF
- Working knowledge of SQL (Ideally Oracle 10g, SQL Server)
- Experience working in an agile and iterative environment, using test driven development and similar practices
- Appreciation of system architecture
- Team player with proven experience in managing small teams of developers either in a line role or a matrix organisation

Highly desirable:
- Mathematics / Financial Engineering Background
- Working knowledge of analytics libraries, including interacting with analytics libraries from excel and code
- Strong Oracle expertise (ideally 10g/11g), with extensive knowledge of PL SQL, partitioning, ODP.net
- Working knowledge of enterprise messaging (EMS, MQ, MSMQ etc)
- Strong knowledge of system integration through enterprise messaging, ideally Tibco EMS
- Strong knowledge of Interest Rates and Credit derivatives covering pricing, capture, risk management, and PL
- Knowledge of CVA and RWA risk measures as well as Market or Credit Risk
- Building automated test packs (e.g. that can run in a daily build under a tool like CruiseControl, TeamCity)
- Distributed HPC foundation technologies like Grid (ideally DataSynapse), Caching etc.
- Demonstrated experience of supporting, profiling and tuning complex distributed systems in test and production

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.