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Luxoft, a DXC Technology Company, (NYSE: DXC), is a digital strategy and software engineering firm providing bespoke technology solutions that drive business change for customers the world over. Luxoft uses technology to enable business transformation, enhance customer experiences, and boost operational efficiency through its strategy, consulting, and engineering services. Luxoft combines a unique blend of engineering excellence and deep industry expertise, specializing in automotive, financial services, travel and hospitality, healthcare, life sciences, media and telecommunications. For more information, please visit www.luxoft.com

Line of Business:

Financial Services

Position:

Microsoft .Net Developer, Warsaw

Project Description

On behalf of our customer we are looking for engineers to join the G10 Rates Risk Technology Team that is developing the real-time streaming real time risk system and new APIs exposing data. The application serves a wide variety of stakeholders such as Traders, Risk Managers and Financial Controllers and its mission is to provide accurate and timely valuations of trades and their sensitivity to market factors. The types of project undertaken by the team ranges from architecture decisions, regulatory driven, business process automation, intraday risk, to large scale risk and valuation impacting changes. This is a challenging and exciting opportunity to work within G10 Rates Risk Technology, cooperating with multiple trading desks, market risk managers and financial controllers to develop this strategically important platform.

Responsibilities

Working closely with business teams to define plans and solutions to provide a stable, agile, and user friendly risk platform
Liaise with internal development teams including the common platform team to drive towards a world class risk application
Deliver an architecture which will facilitate cumulative functionality to increase at a higher rate than it does today
Deliver on time regulatory commitments
Be proactive and ensure the software developed by the Team remains compliant with prescribed best practices
Properly document work.

Skills

Must

• Understanding and ability to explain and apply:
• the OOP theory, principles, design patterns, data structures
• architectural concepts, scalability, parallelism
• C# essential and advanced language features
• SQL and databases
• CI/CD pipeline
• testing best practice
• Proficiency with Visual Studio 2017+
• Strong communication skills, oral and written.

Nice to have

• Experience in working with messaging buses, NoSQL databases, containers, RX
• Experience in working with commercial or in-house quant pricing libraries
• Understanding of Agile software development methodology
• Knowledge of financial derivatives pricing and risk.
• Exposure to Python

Languages

  • English: Advanced/Fluent

Relocation package

If needed, we can help you with relocation process. Click here for more details:

WHERE

Warsaw

Work Type

C#/VB.NET

Seniority Level

Senior

Ref number
VR-43033
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