VBA / C# .NET Developer

  • Full-time

Company Description

Credit Suisse

Job Description

Job Details

Key role objectives


The candidate for this developer role will design, implement and enhance the intraday risk solution provided for the Macro Rates NY Swaps trading desk. This is a high profile role focusing on the Photon application. The successful candidate will directly impact trading’s ability to manage risk.


 


The candidate is required to:


 


Own the implementation of the Photon intraday risk management application.

Understand and help shape client's requirements.

Plan and lead end-to-end development from technical specifications and design documents.

Provide 3rd line (dev) support.

Perform successful unit, performance, system integration, and acceptance testing.

Conduct code reviews, and incorporate lessons into work practices.

Co-ordinate tasks with other teams (Quality Assurance, 1st / 2nd line support, Quants, Grid computing).

 


It might be a good opportunity for candidates with VBA background willing to develop C# skills and working on developing bigger systems


IV SKILLS AND EXPECTATIONS


Qualifications and experience


Key technical skills


Key soft skills


Essential:


 


Minimum 3 years MS Excel/VBA and C#, .Net development experience.

Ability to take ownership

Innovative approach and methodical analytical style of problem solving.

Good understanding of SDLC practices.

Ability to work individually, in a team and across teams.

Strong communicator with peers, managers and business users, demonstrating succinctness and clarity

 


 


Desirable:


 


EMS

SVN, Perforce, Jira, Confluence, Splunk

Basic knowledge of risk for derivatives products

In-depth knowledge of OTC and exchange-traded derivatives products; valuation and risk of these products.

Multi-tier distributed risk management systems.

Mongo DB (database)

 


Experience in writing high performance low latency systems and financial engineering is a plus, but is not absolutely required - successful candidates will be introduced to investment banking basics through classroom and web training

Additional Information

Send me your resumes at vince@alphait. us 


Pozdrawiam / With best regards,

Alpha Technologies Inc (USA)

Vince Taylor

Sr Technical Recruitment Specialist