As part of Global Markets Risk and P&L IT, the XVA IT team is responsible for the development of the XVA platform for the bank.
All developers are expected to contribute to challenging and high value business projects. We use a range of technologies in our team, and are open to new technologies that will deliver business value.
- Deep understanding and experience of Object Oriented Programming, patterns and principles
- Deep understanding and experience of service-oriented architectures
- Experience of ASP.NET C#, with a good knowledge of its ecosystem
- Experience of MS SQL
- Demonstrable experience with DevOps tools
- Desirable: Several years' experience working in corporate environments
- Desirable: Experience with xVA risk systems with a good understanding of XVA concepts (pre and post trade)
Business knowledge required:-
- Several years' experience working in the financial sector.
- Experience with xVA risk systems with a good understanding of XVA concepts (pre and post trade)
The XVA IT team covers the following main responsibilities:
- Calculation of XVA P&L, XVA Risks and XVA P&L Explain for XVA Trading Desk
- XVA Pricing Services for Sales and XVA Desk
- XVA Stress Tests
- Digital tools for XVA Users and Production Support teams
The Front End platform contains multiple apps required by the XVA users (Production Monitoring, Audit, Investigation Tools, Data management, XVA pre trade workflow, basic XVA Risk viewers ).
Excellent coding skills and software craftsmanship are required to work on these applications.
Candidates with all of the above technical skills and strong academics in STEM subjects will also be considered.
Adlam Consulting operates as an Employment Agency & an Employment Business Applicants must be eligible to work in the specified location
Contact Name: Adlam Consulting Ltd
Job ID: 2918240