Principal .NET Developer

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 Kyiv 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: .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. Successful candidate would join a highly professional distributed team.

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

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.

Large scale software project development in C# with the Microsoft development stack.

DotNet Core 3.1 Web Services knowledge.

Microsoft SQL Server.

Experience of working in an investment banking technology environment.

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 prioritization skills.

Understanding the financial sector and have some experience of concepts (trades, reference data etc) and the sort of culture that exists in banking environments

Person who is keen on the finance sector and are interested in this first

Front Office/Middle Office Investment banking experience.

Experience of market risk reporting; PV, Sensitivity, Stress, VAR, P&L Rec.

Experience with Market Financial Risk Analytics.

Continuous integration.

Experience of Python.

Experience of Docker.

Experience of Angular reactive forms

• Competitive salary
• Luxoft Training Center
• Access to e-learning Library
• Individual development plans
• Long-term cooperation with possibility to gain experience in different projects and technologies
• A significant number of professional communities (Agile Community, Tech Community, Business Analysis Community, etc.)

• Group Life Insurance
• Private healthcare insurance – LuxMed. Unlimited access to specialist consultations with Dental Care included
• Medical costs reimbursement for employees (up to certain amount per quarter)
• Travel Insurance
• Benefit Program - Cafeteria and Multisport Card

• Various communities (sport, recreation activities, trips, board games, cultural and educational activities)
• Discounts program for employees – BeLux (banking offer, car leasing offer and cafeteria program discount)
• Convenient locations in a modern offices with game rooms
• Multinational projects for clients all over the world