Market Risk Developer

Contract / Temporary

Job Reference
IT Market Risk Developer -12395083 (APPS CLOSED)
Job Type
Contract / Temporary
Location
Area
C.London (Initially WFH)
Salary Details
£500-£550pd + 17.3% PAYE Uplift
Start Date
ASAP
Key Skills
c# .netcore, Market risk, Investment banking
Consultant
Ben Gordon
ben.gordon@deerfoot.co.uk
07483 009148

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Job description

IT Market Risk Developer
FO / MO Investment Banking
6 months + / work from home
750pd + PAYE uplift of extra £130pd

We feel privileged that over 120 IT professionals have joined this international bank via ourselves over the past several years. We have been asked to assist in the hire of a contract IT Market risk Developer to join the Market Risk IT team that is responsible for designing, integrating and supporting Middle Office Market Risk system in the organisation 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 the bank’s 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.

Skills  / Environment
Required

C#
Microsoft DotNet Core 3.1 Web Services.
Front Office/Middle Office Investment banking experience.
Experience of market risk reporting; PV, Sensitivity, Stress, VAR, PandL Rec.
Experience with Markit Financial Risk Analytics.
Microsoft SQL Server.
GIT/Team City.
Unit and Integration testing.
Continuous integration.
Experience of Python, Docker and angular helpful.

Deerfoot IT is one of the UK’s most established, independent IT recruitment specialists. We are keen to foster strong relationships with IT consultants based on providing a transparent and supportive service. Now in our 24th year we pay promptly and are a stable contracting partner in good financial health. Deerfoot IT: Est. 1997. REC member. ISO certified. *Each time we send a CV to a recruiting client we donate £1 to The Born Free Foundation (charity no. 1070906). We never send your CV without your email authorisation.

Deerfoot is acting as an Employment Business in relation to this vacancy.