Serverside C# HPC Developer – Commodities – Risk recruitment
Serverside C# Developer - HPC / Distributed Computing - Exotic Commodities Risk
Serverside C# programmer with a solid OO, high performance computing 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:
High performance computing
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