Description
C# WCF-WPF / Risk / Contract / London / £500-£550pdMy client a top tier investment bank but this will be working in their Risk analytics team based in London. They're looking for experienced developers who can code in either C# with strong front to back development experience with a focus on Component Object Model experience working within a Risk environment.
What the role will entail:
The risk analytics team is responsible for the development of a cross-asset library for efficient risk calculations. The library, mainly written in C#, is in wide use across the fixed income businesses. We are looking to produce a documentation library for the risk models, that is automatically generated from the corresponding source code. This is expected to involve refactoring the current risk code such that it can be driven from a risk definition that will be used to produce the documentation. This role will involve working with the team to define new structures, reworking of existing code and publishing the new documentation (most likely to a Confluence website).
We're looking for a senior hands-on technologist who is passionate about technology with a strong degree in Finance, Physics, Mathematics, Computer Science, Engineering, or related field plus experience in the job offered or related occupation. Experience preferably include working with mathematical models in Risk Analytics environment; supporting trading desk in risk assessment and product pricing; programming using C# (or other object oriented language) under Windows. Desirable experience in building code for large applications, both client and server side.
Successful candidates will have the following experience:
- Experience working within the front office facing off to traders
- Business experience working within Risk team ideally CVA, DVA, FVA, RWA
- Monte Carlo risk engine development is ideal
- Mathematically minded/educated
- Strong C# or C++ hands on development experience
- C# WCF, WPF, They're offering a 6 month rolling contract on a day rate between £500-£550pd. They're looking at taking someone on ASAP but can wait up to 4 weeks, so if you're interested please email me your up to date CV.
C# WCF-WPF / Risk / Contract / London / £500-£550pd