Senior C# Risk Developer

Senior C# Risk Developer - New York/New Jersey

$130k - Permanent

10+ years of relevant work experience

Team develops systems that directly support Global Credit Product and Emerging Market Trading.  The software comprises the primary P&L and Risk Valuation Mechanism for single-name, index and bespoke credit derivatives, structured products, and exotic credit instruments.

The team works closely with the Front Office, Product Control, Risk Management, and the Modeling and Analytics team to deploy robust and extensible software that can rapidly respond to market developments. Team works on internal software which directly supports risk analysis for a number of strategic trading groups across the firm, and facilitates both the volume and complexity of trades that the firm transacts on a daily basis.

The software manages a wide variety of fixed income and derivative businesses including EM, credit derivative, longevity market and mortgage derivatives. The prime objective of the system is the creation of comprehensive end-of-day, intra-day, and real-time risk analysis to support strategic trading and risk management.

Responsibilities include:

  • Creating, maintaining and supporting the integrated calculation environment consisting of distributed calculation, risk, trade engines, market data, and feed generation components
  • Managing the software having wide variety of fixed income and derivative businesses including EM, credit derivative, longevity market and mortgage derivatives
  • Creating comprehensive end-of-day, intra-day, and real-time risk analysis to support strategic trading and risk management
  • Developing the internal client softwares and infrastructure, and implementing various components of the system
  • Working on system release management and production support
  • Working on various layers, such as MS SQL database, C# (server side), and messaging system (EMS and WMQ) to implement required solutions
  • Working without direct supervision while still adhering to agree upon project specifications and timelines
  • Communicating with Front Office, Product Control, Risk Management, Modelling and Analytics team
  • Participating in functional and design meetings and reviews
  • Developing flexible, robust, extensible, and scalable applications that can support rapidly changing and evolving markets
  • Expanding product coverage and system integrity while reducing the delivery time of new software
  • Developing flexible, robust, extensible, and scalable applications that can support rapidly changing and evolving markets
  • Providing weekend support, as required

Experience Needed

  • BA or BS in Engineering, Math, Physics, Computer Science or equivalent
  • Strong hands-on experience developing server-side applications in C# for multithreaded application environment
  • Experience programming in high concurrency environment
  • Extensive use and knowledge of native Windows OS synchronization objects and methodologies
  • Advanced degree/strong hands-on experience in C#, .NET, XML, & Windows
  • Degree in Business or Finance (MBA or MFE preferred)
  • Comfortable in messaging system and MS SQL Database
  • Risk system experience and domain knowledge in credit
  • Strong interest in Credit Derivatives products
  • Excellent analytic, problem solving, and troubleshooting skills
  • Sensitive to control and risk concerns
  • Comfortable balancing concurrent projects and tolerance for change
  • Willingness to work separately or as part of a cooperative team as the work demands, and adopt a business and results-oriented approach to all development tasks
  • Pay due care and diligence whilst working under pressure
  • Clear communication as we need to deal with various teams and regional managers across different time zones
  • Ability to challenge and assist team globally to manage the deliverables
  • Ability to perform innovative and detail-oriented tasks

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Apply Here. Vacancy ID: 5028

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