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FX Risk Engine C# Developer - Greenfield - Contract

£650 - £750 per day
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PLEASE CONTACT

PERRY ROBINSON

FX Options Risk Engine C# Developer - Greenfield - Contract

C# Risk Engine developer with knowledge of FX / Foreign Exchange is required to join this growing team at a prestigious bank based in London. In context of the FX Strategic Programme this new drive is to build out the FX Options Risk Engine trading platform primarily in C#. This business wants to move Traders from their 3rd party legacy system into an in-house FX Risk Engine written in C# and WPF / Rx front end.

The focus is around risk management / real-time position keeping Spot / ladder front office features as well as writing new functionality (screens / and risk compute / scenario features) in the Risk Engine to cover all trading risk management needs.

Required

  • Ability to run Spot/Vol scenarios
  • Ability to view risk indicators (greeks) at the new scenario levels
  • Ability to explain PnL at scenario
  • Ability to roll date forward to view portfolio decay / evolution

Skills

  • Strong C# server side
  • C# WPF Graphic User Interface skills
  • Rx
  • WCF
  • Strong experience on Risk management and position keeping systems for Front Office
  • Grid computing experience

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

 

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