Risk IT .Net Developer

Do you want your voice heard and your actions to count? Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial groups. Across the globe, we’re 120,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.

With a vision to be the world’s most trusted financial group, it’s part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. This means investing in talent, technologies, and tools that empower you to own your career. Join MUFG, where being inspired is expected and making a meaningful impact is rewarded.

Overview of the Department/Section: The Corporate Technology Department provides a full IT service to all business areas of the MUS overseas subsidiary companies. The Credit Risk IT team is responsible for implementing and supporting systems for calculating and reporting consolidated Credit Risk across all locations.

Main purpose of the role: The Credit Risk Analytics IT team is responsible for designing, integrating and supporting Middle Office Risk systems in the organisation using the third party S&P Global Financial Risk Analytics (FRA) simulation and pricing engine that provides cross-asset coverage to calculate various Credit Risk measures. The successful candidate’s primary role as part of the Risk IT Analytics team will be to support the rollout further enhancements of the Risk IT platform to meet the demands of ongoing and challenging regulatory change.

The infrastructure uses a combination of technologies including MS SQL Server, C#, Python and MS Azure. The role will be focused on the development of the Risk system using new technologies to provide innovative solutions to enhance the capabilities of the Risk Management department.

Requirements:

• Strong C# & .Net Framework & SQL Server programming skills
• Practical experience of building .Net Core Web API
• Practical experience of Client and Server side development using C# and SQL Server
• Practical experience of Azure Data Lake, Azure Kubernetes Service, TeamCity, Jira, SVN, GitHub, Visual Studio, PowerShell
• Hands on experience using BMC Control-M Scheduler to configure batches
• Experience using Windows and Linux operating systems to run Docker/AKS
• Practical experience of Unit Testing, Integration Testing & development testing skills
• Good understanding of microservices and messaging architectures
• Experience working on large scale applications (Front to Back), Feeds capture, Processing, Pricing and Reporting
• Should be very proactive individual who can work independently and own tasks and deliver high quality software
• Should be able to take full responsibility of development tasks, testing and debugging issues
• Should be capable of planning, managing and mentoring junior developers
• Good understanding of Credit Risk PFE and Market Risk VAR calculations
• Proven pricing experience of Derivatives, Repos, SBL, MBS & Agency Lending (ALDOP) financial products
• Strong understanding of the underlying mechanics of Securities products such as Bonds and Equities
• Strong understanding of Counterparty Collateral, Netting & Market Data in Credit Risk pricing
• Good understanding of back office systems such as Murex and EMD Party and feeds
• Good English language speaking and writing skills
• Good communication skills dealing with Project Managers, Credit Risk Managers and Traders
• Proven experience working with developers and Credit Risk Managers across different geographical areas (USA/EU/ASIA)
• Experience managing Credit Risk project development across developers in ASIA and USA
• Should be able to support the Credit Risk processes overnight and weekends after releases
• Capable of resolving production Credit Risk issues within reasonable SLAs
• Should be very organised, disciplined and have a structured working approach
• Can work under pressure and tight deadlines

Key responsibilities:

• Extend Credit Risk Pricing Calculators & Control-M batches
• Upgrade legacy codebase to .net core
• Performance tuning
• Perform rigorous testing of codebase

Skills and experience:

• C#, .Net Core
• Docker & AKS
• Python
• Microsoft SQL Server
• GitHub / SVN / JIRA
• Control-M Batch scheduling
• Experience of working in an investment banking technology environment
• Planning and prioritisation skills

We are open to considering flexible working requests in line with organisational requirements. MUFG is committed to embracing diversity and building an inclusive culture where all employees are valued, respected and their opinions count.