On behalf of our client, a premier global investment bank, we are looking for a hands-on Senior Lead C#/.NET Software Engineer to build, extend, and support their enterprise Market Risk Technology ecosystem.
In this role, you will lead the microservices architecture and integration of third-party pricing and simulation engines into proprietary front-to-back analytics platforms calculating real-time and daily Market Risk metrics.
Key Responsibilities
- Application & Microservices Design: Architect and write resilient .NET Core Web APIs and distributed microservices for feed capture, processing, pricing, and risk reporting.
- Engine Integration: Integrate third-party simulation engines (S&P Global FRA / fraimWRX ) with internal enterprise databases and analytics pipelines.
- Regulatory & Quant Collaboration: Collaborate with quantitative analysts and business teams to implement Market Risk measures including VaR , Stress Testing , and FRTB framework requirements.
- Cloud Infrastructure: Deploy microservices into cloud computing environments using MS Azure , Azure Kubernetes Service (AKS) , and Azure Data Lake.
- Engineering Standards: Establish high standards for code quality, continuous integration/delivery (CI/CD), automated testing, and cloud performance monitoring.
Key Requirements
- Technical Stack: Advanced hands-on development experience using C# , .NET Core Web API , MS SQL Server , and messaging architectures.
- Cloud & DevOps: Practical experience with MS Azure , Azure Kubernetes Service (AKS) , Azure Data Lake, TeamCity, GitHub, and PowerShell.
- Domain Expertise: Practical experience implementing Market Risk engines covering VaR , Stress Testing , and FRTB regulatory standards.
- Products & Pricing: Solid understanding of financial products including Derivatives, Equities, Bonds, MBS, Repos, and Stock Borrow Lending.
- Big Data (Beneficial): Exposure to Redis, Apache Kafka, Spark, HBASE, or Python is advantageous.
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Market Risk Developer (C#) in London employer: Morgan McKinley
As a leading international savings and investments business with over a century of experience, we pride ourselves on fostering a supportive and inclusive work environment that prioritises employee well-being and professional growth. Our flexible working arrangements and commitment to workplace accommodations ensure that you can thrive in your role as the Group Financial Crime Policy and Standards Manager, while contributing to our mission of delivering exceptional financial outcomes for our clients. Join us to be part of a dynamic team that values collaboration, innovation, and integrity in the financial sector.
