Description
C# WCF-WPF/HTML / CVA/Risk / Contract / London / £500-£680pdMy client a top tier investment bank but this will be working in their Front Office CVA team based in central London. They're looking for experienced developers who can code in either C# or C++ with strong front to back development experience with a focus on Front Office experience working ideally within a CVA or Risk team.
What the role will entail:
This team is a The Risk Analytics team based in the front office quant team whose main responsibility is design, develop, and implement models to compute, price and hedge counterparty exposure and portfolio risk measures for all type of transactions, including exotic, across all asset classes
Successful candidates will work with traders, structurers and quants to deliver next generation of pricing and risk management tools for portfolio based analytics (CVA, DVA, FVA, RWA).
You will be implementing a suitable Risk Analytics software architecture. Currently Risk Analytics is written in C# (under .NET). Working with different businesses to analyse counterparty risk, compute credit valuation adjustments (CVA), and Upfront Charges (UFC). Assist client facing business areas in reducing and optimising counterparty risk and capital requirements.
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 front office systems; supporting trading desk in risk assessment and product pricing; programming using C++, 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, HTML 5,
They're offering a 6 month rolling contract on a day rate between £500-£680pd. 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/HTML / CVA/Risk / Contract / London / £500-£680pd