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 :
Essential Skills and Qualifications Qualification / Education Required
Skills / Experience Required
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.