C## Exotic Risk Engine Developer
Lead C# Risk Engine Developer - Exotics / Risk / Commodities
C# Serverside developer with Exotic Derivatives business knowledge is required for this top tier bank based in London.
The front-office Commodities IT Risk Management team is responsible for producing daily end of day and intraday risk for vanilla, exotic and structured products. The system is integrated with other core platforms within Commodities as well as bank-wide market data and reference data stores. The team is currently undertaking a substantial project to restructure and modernise the platform used for the calculation of risk on products traded across the Commodities business. The work involves moving to a distributed, event driven, message oriented architecture built in C# using a variety of middleware products for messaging, caching (Coherence) and compute grid (DataSynapse).
The successful candidate will fill the role of c# developer for risk platform development. The key aspects of the role include producing analysis, technical designs and architecture solutions for the platform as well as providing leadership to the team as a whole.
Technical
· Proven track record of delivering complex server side software in C#.
· Experience of working with complex environments and distributed applications covering multiple technologies.
· Experience of the exotics markets in commodities, equities, FX, fixed income, credit or other - Understanding of complex risk metrics and trade types.
McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.
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