Vacancy expired!
- The candidate will work within the credit risk team which is responsible for a creating, maintaining and supporting our integrated calculation environment consisting of our distributed calculation, risk, and trade engines, market data, and feed generation components.
- The software manages a wide variety of fixed income and derivative businesses including EM, credit derivative, longevity market and mortgage derivatives.
- The prime objective of the system is the creation of comprehensive end-of-day, intra-day, and real-time risk analysis to support strategic trading and risk management. The candidate will be responsible for the development of the Titan software and infrastructure and design, enhance, and implement the various components of the system.
- This candidate will be primarily working Titan bow for various stakeholders and also will support them.
- Also will be working in the system release management and production support.
- Our system operates on a MS SQL database, C# (.Net, .Net Core), and messaging system (EMS and Kafka).
- The candidate will be required to successfully work within these various layers to implement required solutions.
- This is a senior development role and as such the candidate will be required to work without direct supervision while still adhering to agree upon project specifications and timelines.
- The candidate is expected to participate in functional and design meetings and reviews.
- Titan directly supports risk analysis for a number of strategic trading groups across the firm, and facilitates both the volume and complexity of trades that the firm transacts on a daily basis.
- Candidates are expected to develop flexible, robust, extensible, and scalable applications that can support rapidly changing and evolving markets.
- Credit IT develops systems that directly support Global Credit Product and Emerging Market trading throughout Credit Suisse.
- The software comprises the primary P&L and Risk Valuation Mechanism used by Credit Suisse for single-name, index and bespoke credit derivatives, structured products, and exotic credit instruments.
- The team works closely with the Front Office, Product Control, Risk Management, and the Modeling and Analytics team to deploy robust and extensible software that can rapidly respond to market developments. Senior Developers will enhance these efforts by expanding product coverage and system integrity while reducing the delivery time of new software.
- Successful candidates should express a commitment to all aspects of the team's efforts, be prepared to work separately or as part of a cooperative team as the work demands, and adopt a business- and results-oriented approach to all development tasks.
- BA or BS in Engineering, Math, Physics, Computer Science or equivalent
- Strong hands-on experience developing server-side applications in C# for a multithreaded application environment
- Experience programming in a high concurrency environment
- Extensive use and knowledge of native Windows OS synchronization objects and methodologies
- Strong hands-on experience in C#, .NET, .NET Core, EMS, Kafka & Windows Desirable Skills
- Advanced degree in the above areas or a separate degree in Business or Finance (MBA or MFE preferred)
- Messaging System
- MS SQL Database
- Risk system experience and domain knowledge in credit Other Requirements
- Strong interest in Credit Derivatives products
- Ability to take ownership of issues and follow through effectively to resolution
- Excellent analytic, problem solving, and troubleshooting skills
- Innovative, self-motivated, and detail-oriented
- Good communicator with peers and users
- Able to work individually, in or across teams
- Delivery focused
- Sensitive to control and risk concerns
- Comfortable balancing concurrent projects
- Work well under pressure
- Tolerance for change
Vacancy expired!