C# Developer – Beowulf Risk Engine
Barclays
Prague, Czech Republic
před 16 dny

Description

Beowulf is the strategic risk engine for the Barclays Investment Bank and its primary purpose is calculation of the market risk exposure of financial derivative trades spanning across various asset classes including Foreign Exchange, Rates, Credit, Securitized Products and more.

Beowulf is a complex high-throughput, low-latency, scalable system that distributes calculations to thousands of CPU as well as GPU computing engines.

We are currently looking for new colleagues that will help us to deliver new features, to improve the core of the engine to cope with ever bigger volume of trades and calculations and to make other fundamental changes driven by the business needs.

Almost every task you will work on will pose a new challenge and require some investigation to come up with the right solution. Your Role

  • Contribute to development of the strategic market risk engine called Beowulf
  • Work on various projects varying between critical technical deliveries, regulatory projects and platform enhancements driven by the business needs
  • Work on all stages of the development lifecycle (analysis, design, implementation, unit and integration testing)
  • Analyze new requirements to find the most appropriate technical solution with high attention to simplicity, performance, fault-
  • tolerance and supportability

  • Work closely with the product owners and various IT teams to clarify the requirements and to agree / coordinate cross-application changes
  • Essential Skills

  • Strong knowledge of C# and .NET 4 (or higher) framework (or strong C++ or Java)
  • Strong knowledge of object-oriented programming
  • Working knowledge of source control, unit and integration testing, continuous integration
  • Good knowledge of SW development best practices, design patterns, dependency injection, etc.
  • Desirable Skills

  • Experience with agile development methodologies
  • Experience mentoring and / or leading more junior developers
  • Good knowledge of SQL
  • Previous experience in investment banking or in the financial industry
  • 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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