.Net Developer

Summary

Join a team in Prague developing components for valuation and simulation of market data using Monte Carlo methods. You will be part of an agile team responsible for all aspects of development, from design and implementation to testing and deployment. This senior-level role requires strong technical skills and problem-solving abilities within a microservice-based architecture using the RFT Wolf platform (C#). The successful candidate will contribute to the evolution of a state-of-the-art calculation engine processing millions of trades daily. This is a full-time, long-term contract position starting ASAP. The role involves working with a driven team using a mix of technologies and shaping the integration of a risk engine with a wider calculation engine.

Requirements

• Ability to understand complex systems with a large number of interacting components
• Experience with rule based driven processing, ideally, within financial services business domain
• Server side development
• Multi-threaded code
• Service Oriented Architecture using Rest
• Appreciations of SOLID design principles and its effective application in practice
• Excellent problem solving skills
• Automation / DevOps
• Agile development (preferably Scrum/Kanban)
• Excellent communication and team skills
• Cross-region teams and projects
• Bachelor’s degree in a Computer Science, Mathematics or Scientific focus is welcome

Responsibilities

• Agile development using Visual Studio
• Development of a distributed cross-asset trade pre-processing solution for EOD and intra-day risk
• Design of appropriate solutions within defined remit
• 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
• Providing support and resolving issues for systems in production

Preferred Qualifications

• Experience building credit risk system in another bank or financial software house
• Database development, ideally with SQL Server
• Experience with in-memory data grid and/or no-SQL technologies (e.g. GridGain, Mongo)
• Development in scripting language such as Python
• Experience with Elastic Search, LogStash, Kibana, distributed systems (e.g. Data Synapse, NServiceBus) and messaging (e.g. Solace, RabbitMQ)