About the client/account: Our client is a UK subsidiary of a global financial house working in multiple markets and asset classes. 140+ strong distributed Luxoft team (London/Kyiv/Warsaw) participates in range of client's projects

About the project" 11-strong Luxoft based team operates as an extension of the client's Risk IT program and is involved in the development of different components of client's risk platform. The Market Risk IT team is a part of Risk IT and is responsible for designing, integrating and supporting Middle Office Market Risk system in the organization using the third party Markit Financial Risk Analytics (FRA) simulation and pricing engine that provides cross-asset coverage to calculate market risk measures. An in house .NET based application layer integrates the FRA into MUFG proprietary systems.

The successful candidate will join the Market Risk IT team enhancing this system to meet the requirements of the FRTB IMA project. This is a significant regulatory project with many technical challenges. The existing application is being decoupled into a new 'MRA Service Framework' which will encompass a number of Micro Services. This approach has been chosen to enable the Market Risk system to move to the Cloud and to facilitate segregation of functionality so that services can be developed, tested and released independently. New FRTB IMA functionality will be implemented as Micro Services in the new framework.

Technologies used: Python, .NET with a large number of vendor solutions for capital markets including Markit FRA, Murex. Microsoft SQL Server as RDBMS. MRS Service Framework is intended to be hosted in Azure cloud.

Opportunities: Rapidly growing team with opportunities for working directly with business users, expanding technical and capital markets knowledge, and developing consultancy / soft skills. The successful candidate would join a highly professional, distributed team.

Luxoft team operates in WFH mode mainly, office work is possible upon request.

AgileC#GitPython

We are looking for a combined C#/python resource as prioritisation can change and there may be periods where C# work is top priority for my team, so we would like to have the option to switch.

We are looking for someone who also has professional python experience, as we have been doing a fair bit of work in this area in my team. SQL experience is a nice to have rather than mandatory. The python work is heavily concerned with market data (prices, curves, volatility surfaces) so someone with experience in this area would be very beneficial, if you don't have this experience you would need to be willing to learn this (We don't think the person will be successful in this role unless they were willing to understand what the processes we are writing are actually doing)

Liaise with project team, business analysts and users to gather requirements.

Contribute to the design, development and testing of the Market risk system.

Planning and estimation of all development activities.

Deliver C# .NetCore REST services to implement the MRA Service Framework and FRTM IMA functionality.

Coordinating change control which will include software management, testing and production release.

Provide support and analysis to resolve production issues.

MUST

Required skills experience :

  • Large scale software project development in C# with the Microsoft development stack.
  • DotNet CoreWeb Services.
  • Python Development
  • Design methodologies and best practices.
  • Strong problem-solving skills and attention to detail.
  • GIT/Team City.
  • Unit and Integration testing.
  • Full SDLC experience.
  • Planning and prioritisation skills.
  • Experience of working in an investment banking technology environment.
  • Aptitude and willingness to learn financial instruments that are inputs to Markit FRA system.

Personal Requirements:

  • Excellent communication skills with the ability to simplify technical jargon into business speech
  • Proven track record of delivery
  • Results driven, with a strong sense of accountability
  • A proactive, motivated approach.
  • A structured and logical approach to work
  • Strong problem-solving skills
  • Excellent attention to detail and accuracy
  • Agile and flexible approach to delivery
NICE TO HAVE

Preference will be given to candidates with expertise in the following :

  • Microsoft SQL Server
  • Continuous integration.
  • Experience of Angular reactive forms
  • Front Office/Middle Office Investment banking experience.
  • Experience of market risk reporting; PV, Sensitivity, Stress, VAR, P&L Rec.
  • Experience with Markit Financial Risk Analytics.

Luxoft, a DXC Technology Company, is a global digital strategy and software engineering firm with about 18,000 international employees within its 44 offices in 21 countries. It is headquartered in Zug, Switzerland. 

In 2000, Luxoft was established in Moscow under the direction of Dmitry Loschinin. In 2008 it acquired ITC Networks in Bucharest. In 2013, Luxoft was listed on the New York Stock Exchange, following an initial public offering of 4.1 million shares at $17.00 per ordinary share.  

In January 2019, Luxoft was acquired by U.S. company DXC Technology. Luxoft partnered with LG Electronics to create a next-generation Autonomous Mobility concept vehicle that integrates consumers' personalized digital lifestyles into a driving experience. Luxoft enabled Switzerland's first Blockchain based e-vote platform with the City of Zug and Hochschule Luzern's Blockchain Lab.

Luxoft, a DXC Technology Company is a world-renowned company. It has been present on the Polish market for over 11 years. We have offices in Krakow, Warsaw, Wroclaw, and Tri-City. We employ almost 2,000 experienced experts carrying out projects for over 40 clients from the financial, automotive, medical, tourist industries, etc. We work for many international clients, including the USA, Great Britain, and Switzerland.

So far, Luxoft Poland has made a name for itself as a company that offers work on innovative projects, we offer various experiences in the field of IT, opportunities for rapid development, an extensive training program, and attractive benefits for employees.

At present, 62% of Luxoft Poland employees come from Poland, and 38% from around 50 countries, including Ukraine, Brazil, Russia, India, Belarus, Turkey, Spain, Portugal, Italy, Romania, USA, etc.

At Luxoft, a DXC Technology Company, as much as 85 percent of employees are experts with the "Senior" experience level, with at least five years of experience. We care about our employees, so every day we try to provide them with the best possible conditions for work and development.

Technology is our passion! We focus on top engineering talent means that you will be working with the best industry professionals from around the world. Because of that, Luxoft is a global family with an epic atmosphere – we love what we do!