RFT C# Risk Performance Specialist
Barclays
Prague, Czech Republic
před 6 dny

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 performance oriented architect to act as a performance specialist, who will continually perform review of our existing systems and frequently consult developers during development of new systems with performance and instrumentation in mind.

Your Role The hiring team is responsible for building the strategic RFT Credit Risk 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 microservices-based architecture, utilising the RFT Wolf platform (C#) for workflow orchestration and the RFT Core Risk Engine Framework (CRE) with QAPrimary pricing library (C++).

There is still much work to be done in understanding key performance measures of the system and optimizing the end-to-end pricing process.

The successful candidate will be a performance specialist within the XRisk core team. They will extend the existing XRisk instrumentation system and use it to collect and analyse performance data.

They will identify performance bottlenecks across a range of use cases, and will recommend and implement system changes to overcome them.

The successful candidate will also be responsible for building out the system’s performance and log data visualisation platform, utilising and extending the ElasticSearch (ELK) integration already provided by the Wolf framework.

This is an exciting opportunity to understand a complex business use case and participate in optimisation of a highly scalable and performant distributed simulation and pricing system The main responsibilities will be :

  • Building a detailed understanding of the XRisk system architecture and the performance aspects of the business problems that it solves
  • Collection and analysis of instrumentation data to guide effective optimization of system and component design
  • Agile development using C# / .NET 4.5+, Visual Studio 2015, XML / XSLT, SQL Server, Middleware (MQ, Solace), DataSynapse Grid Server, Python, ElasticSearch (ELK)
  • 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
  • Experience in performance analysis / profiling / instrumentation and software optimization
  • Extensive C# .Net 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
  • Experience with Elastic Search, LogStash, Kibana, distributed systems (e.g. Data Synapse, NServiceBus) and messaging (e.g. Solace, RabbitMQ)
  • Database development, ideally with SQL Server
  • 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
  • Development in scripting language such as Python
  • 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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