.net developer
Remote / Praha - Pankrác /
Hybrid
Lokation: Prague (Pankrác)
Language: English required, Czech an advantage
Level: Senior
Form of cooperation: Contraktor
Start date: asap
Allocation: Full-Time
Allocation length: Long term
Overall purpose of role
- The team is moving to a scalable microservice based architecture, utilising the RFT Wolf platform (C#) for workflow orchestration and the new experimental risk engine called Torus.
- The successful candidate will be part of a team responsible for developing the components required for valuation and simulation of market data using Monte Carlo methods into the bank’s state-of the-art calculation engine processing millions of trades every day and contribute to its evolution through successful team collaboration.
- She or he will be a developer within Credit Risk agile team responsible for all aspects of the development process, including technical design, implementation, code-reviews, testing, production deployment, and support.
- This is a challenging role requiring strong technical skills and problem solving abilities well suited for a candidate who is motivated by the opportunity to build quality solutions in a technical environment. The successful candidate will be rewarded with a fantastic opportunity to work within a driven, like-minded team using a mix of technologies and can shape the integration of currently built risk engine with a wide our calculation engine.
Key Accountabilities
- Agile development using Visual Studio
- Development of a distributed cross-asset trade pre-processing solution for EOD and intra-day risk
- Design of appropriate solutions within defined remit.
- Producing SOLID code with excellent test coverage
- Delivering solutions within a DevOps environment with a relentless focus on automation of testing and deployment via TeamCity and internal testing frameworks
- Full participation in Kanban software delivery process backed by Jira/Git/Bitbucket tooling with strong emphasis on code reviews and team collaboration
Skills / Experience Required
- Ability to understand complex systems with a large number of interacting components
- Experience with rule based driven processing, ideally, within financial services business domain
- Software development experience covering
- o Server side development
- o Multi-threaded code
- o Service Oriented Architecture using Rest
- Appreciations of SOLID design principles and its effective application in practice
- Excellent problem solving skills
- Automation / DevOps
- Agile development (preferably Scrum/Kanban)
- Excellent communication and team skills
- Providing support and resolving issues for systems in production
- Cross-region teams and projects
- Bachelor’s degree in a Computer Science, Mathematics or Scientific focus is welcome
Desirable skills/Preferred Qualifications:
- Experience building credit risk system in another bank or financial software house
- Database development, ideally with SQL Server
- Experience with in-memory data grid and/or no-SQL technologies (e.g. GridGain, Mongo)
- Development in scripting language such as Python
- Experience with Elastic Search, LogStash, Kibana, distributed systems (e.g. Data Synapse, NServiceBus) and messaging (e.g. Solace, RabbitMQ)
