C#.net Developer - Big data Data Mining OLAP MDX - CVA Counterparty Ri

Job type:
on-site
Start:
ASAP
Duration:
6 months
From:
Adlam Consulting Ltd
Place:
London
Date:
07/18/2014
Country:
flag_no United Kingdom
project ID:
744164

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C#.net Developer - Big data Data Mining OLAP MDX - CVA Counterparty Risk

C#.net Developer with Strong knowledge in databases (SQL Server ideally) and SQL. Proven experience in Big Data/Data Mining/OLAP/MDX. Deep understanding of Object-oriented Programming. Experience in Real Time programming. Strong knowledge of Excel. Good understanding of a trading desk's operations

Role

The successful C#.Net SQL Developer will join the CVA Front Office IT Team to work on the design and the implementation of a new Front End for the CVA Risk platform.

This team has the following responsibilities:

  • Develop Counterparty Exposure platform (EPE, ENE) across the bank's entire Interest Rates, Credit and FX portfolios
  • Develop CVA Risk  Management platform which provides on a daily basis CVA, CVA Greeks, PnL Explain (Hedges and Exposures)

The CVA desk is responsible for actively managing the counterparty risk generated by the Fixed Income trading activity. It consists of a small number of traders located in London, Asia and New York.

The management has committed to raising the capabilities of its platform in all areas (pricing/risk management methods, trading, systems, etc.) and as such we are recruiting for a role within the development team.

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