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Senior Developer

Lisboa

Job description

We are looking for a C# Senior Developer for a project in Lisbon or Porto, in a hybrid work model: 40% at the office and 60% remote.


Project Description: 

As part of Global Markets Risk and Pnl Technology, the XVA IT teams is responsible for the development of the XVA FO systems for XVA Trading Desk. This desk is responsible for actively managing for Global Markets the market value of XVAs (X-Value Adjustments) generated by Global Markets trading activity. It consists of traders and structurers located in London, HK, NY and Paris.

The current XVA IT teams are based in London and Paris and we are extending in Lisbon with this new role.


Main Responsibilities:

As a member of XVA IT, you will contribute to the development of the back end systems that:

  • Manage data related to xVA;
  • Compute high number of risks / impacts required for the hedging of the xVA book and for the explanation of its PnL;
  • Compute XVA for new trades;
  • Orchestrate all xVA batches with their dependencies.
  • These systems are being migrated from batch processes to a service-based architecture.

Excellent coding skills and software craftsmanship are required to work on these systems.


Requirements


Technical skills:

  • Deep understanding and experience of Object Oriented Programming, patterns and principles;
  • Deep understanding and experience of .NET C#, with a good knowledge of its ecosystem;
  • Deep understanding and experience of service-oriented architectures;
  • Deep understanding and experience of MS SQL;
  • Demonstrable experience with DevOps tools.


Language skills:
  • Fluent in English (both written and spoken) is mandatory.


Soft skills:
  • Ability to work independently and collaboratively in a team;
  • Excellent communication, analytical and organisational skills;
  • Attention to detail is essential especially when under pressure and time constraints;
  • Proactive and flexible approach to dealing with challenges;
  • Highly motivated to work directly for a front-office IT team;
  • Acts with integrity and discipline.

Desirable experience:
  • Most desirable: Experience with xVA risk systems with a good understanding of XVA concepts (pre and post trade).


Conduct:

  • Be a role model, supporting and fostering a culture of good conduct.
  • Demonstrate proactivity, transparency and accountability for identifying and managing conduct risks.
  • Consider the implications of your actions on colleagues, partners and clients before making decisions, and escalate issues to your manager when unsure.


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