C# Net XVA Developer – Investment Banking Full Time

Adlam Consulting Ltd

C# Net XVA Developer – Investment Banking

We are looking for a very strong C# .NET Developer with a passion for technology and a strong business interest in xVA. Banking is not required, but strong academics are. If you come form a non- banking environment you will need a minimum of a masters degree in a STEM subject

Competencies:

• Deep understanding and experience of Object Oriented Programming, patterns and principles
• Deep understanding and experience of .NET C#, with a good knowledge of its ecosystem
• Deep understanding and experience of service-oriented architectures
• Deep understanding and experience of MS SQL
• Demonstrable experience with DevOps tools
• Ability to work independently and collaboratively in a team
• Excellent communication, analytical and organisational skills
• Attention to detail is essential especially when under pressure and time constraints
• Proactive and flexible approach to dealing with challenges
• Highly motivated to work directly for a Front Office IT team
• Acts with integrity and discipline

Desirable experience:

Most desirable:

• Experience with xVA risk systems with a good understanding of XVA concepts (pre and post trade)

Department Overview:

As part of Global Markets Risk and Pnl Technology, the xVA IT team is responsible for the development of the xVA Front Office systems for xVA trading Desk. This desk is responsible for actively managing for Global Markets the market value of xVAs generated by Global Markets trading activity. It consists of a small number of traders and structurers located in London, and 3 other loactions.

Key Contributions:

As a member of XVA IT, you will contribute to the development of the Back End systems that:

• Manage data related to xVA,
• Compute high number of risks/impacts required for the hedging of the xVA book and for the explanation of its PnL,
• Compute XVA for new trades,
• Orchestrate all xVA batches with their dependencies.

These systems are being migrated from batch processes to a service-based architecture.

Excellent coding skills and software craftsmanship are required to work on these systems.

This is a long term role.

Inside IR35; Partly Remote

Adlam Consulting operates as an Employment Agency & an Employment Business Applicants must be eligible to work in the specified location