RFT Credit Risk – XTP C# Developer
Absa
Prague, Czech Republic
před 1 dnem

Description

The Risk, Finance and Treasury’ department is part of Investment Bank Technology and Change organization and is responsible for delivering the risk management systems that has enabled Barclays Investment Bank (IB) to become a top tier franchise.

While proud to be a best-in-class technology organisation, as evidenced by our many industry awards, meeting the priorities over the next 5-

10 years requires a shift in approach and engineering our technology platforms. Staying the same, while the world changes around us, is not an option.

The business is looking to us to drive new solutions and sustainable outcomes. We are looking for an experienced C# developer to help us build trade pre-

processing application. Your Role The hiring team is responsible for building the strategic RFT Counterparty Credit Risk (CCR) generation system (XRisk / Eagle), which is undergoing a large transformation as part of the Multi-

factor Interest Rate (MFIR) project. This project brings a considerable increase in the complexity of the market data simulation and trade pricing methodologies, and subsequently poses new performance challenges.

The team is moving to a scalable microservice based architecture, utilising the RFT Wolf platform (C#) for workflow orchestration and the RFT Core Risk Engine Framework (CRE) with QAPrimary pricing library (C++).

The successful candidate will be part of a team responsible for developing the components required to enable integration of CCR stack with the bank’s state-

of the-art Data Fabric solution and contribute to its evolution through successful team collaboration. She or he will be a senior developer within Credit Risk Valuation 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 next generation of CCR stack with a wide user base across the globe.

The main responsibilities will be :

  • Development of a distributed cross-asset trade pre-processing solution for EOD and intra-day risk
  • Design of appropriate solutions within defined remit.
  • Hands-on development using C# / .NET 4.5+, Visual Studio 2015, XML / XSLT, SQL Server, Python
  • 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
  • Essential Skills and Qualifications Qualification / Education Required

  • Bachelor’s degree in a Computer Science, Mathematics or Scientific discipline from a top university
  • Skills / Experience Required

  • Strong ability to understand complex systems with a large number of interacting components
  • Extensive C# development experience covering
  • Server side development
  • Multi-threaded code
  • Service Oriented Architecture using Rest
  • Strong appreciations of SOLID design principles and its effective application in practice
  • Excellent problem solving skills
  • XML and XSLT technologies
  • 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
  • Desirable Skills

  • Strong C++ development skills
  • Experience with rule based driven processing, ideally, within financial services business domain
  • Experience with in-memory data grid and / or no-SQL technologies (e.g. GridGain, Mongo)
  • Database development, ideally with SQL Server
  • 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)
  • About Us Barclays is a transatlantic consumer, corporate and investment bank offering products and services across personal, corporate and investment banking, credit cards and wealth management, with a strong presence in our two home markets of the UK and the US.

    Our goal is to become the bank of choice by providing superior services to customers and clients and supporting our stakeholders via a commercially successful business that generates long-term sustainable returns.

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