Risk IT C# .Net / Python Developer

WHO WE ARE

Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa.

Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers, and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.

The firm mainly takes part in:

Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organisational Transformation & Process Improvement.
IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Softwares (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.

As part of Quanteam Group, Quanteam UK (incorporated in 2010) has today more than 60 consultants, working for major Capital Markets players in London.

THE ROLE

The Risk Technology team is responsible for designing, integrating and supporting Middle Office Risk systems in the organisation using the third party Markit Financial Risk Analytics (FRA) platform. An in house .NET based application layer integrates the analytics engine into MUSI systems.

As a technology team we are embedded within the wider EMEA Markets Engineering team working closely with other likeminded teams focused on building simulation-based pricing systems for Middle and Front office. We also partner closely with quant teams in middle and front office. The core technologies utilised within the team include C# .NET and Microsoft SQL Server running on Windows however we are now increasingly moving towards C# .NET Core and Python running on Linux operating systems utilising Docker containers to allow future cloud migration.

There are a number of high-profile projects the team are working on centered around various regulatory initiatives as well as work to continue rolling out the Risk platform to sister entities within the wider group that require the advanced modelling capabilities we offer. To ensure we are able to continue servicing our business we will be upgrading our Risk Engine to the next generation version called FraimWRX. FraimWRX is a fully containerised risk platform designed to run in the cloud. This will allow us to provide a cost effective way of achieving our growing demand for compute as well as ensure we are in line with ongoing market and regulatory trends.

The role is to work on the FraimWRX migration project. The ideal candidate would be a senior C# .NET developer with exposure to pricing or simulation-based risk systems in the past. The work will involve extending the Risk System Application Layer written in C# .NET to integrate with the new platform. The platform performs large pricing simulations that need to be scaled and tuned for maximum efficiency and generates large volumes of data that need to be processed and distributed to downstream systems. Key experience includes working with large server-side applications implementing services that expose REST interfaces. Knowledge of Microsoft Azure, HDInsight, Docker, Python and Hadoop is highly desirable.

KEY RESPONSIBILITIES FraimWRX

The candidate will need to be able to do the following:

• Understand key differences between the old and new platforms.

• Design and implement solutions to the risk system application layer in C# or Python

• Implement deployment model using Docker in Azure.

• Performance tuning of simulations and compute/aggregation clusters.

• Implement efficient post processing of large datasets in the appropriate technology (C#, Python).

Requirements:

• Strong C# & .Net Core, SQL Server skills

• Linux

• Python

• Practical experience of building .Net Core Web API

• Practical experience of Unit Testing, Integration Testing & development testing skills

• Good understanding of microservices architecture

• Experience working on large scale applications

• Should be very proactive individual who can work independently and own tasks and deliver high quality software

• Should be able to take full responsibility of development tasks, testing and debugging issues

• Should be very organised, disciplined and have a structured working approach

• Can work under pressure and tight deadlines

• Should be capable of planning, managing and mentoring junior developers

• Should be capable of writing high quality Technical Scope documents and Test Plans

• Some understanding of financial products and the Credit Risk Management function in banks.

• Good English language speaking and writing skills

Desirable:

• Experience of working on Credit Risk / Market Risk solutions

• Angular

• Practical experience of Azure Data Lake, Docker, TeamCity, Jira, GitHub, Python

Personal Requirements:

• Have a "can do" attitude with flexibility to adapt.

• Good communication skills, and the ability to simplify technical jargon into business speech.

• Experience of presenting to all levels of management and across different departments.

• Proven track record of delivering to Risk/Middle Office/Front Office.

• Should carry an analytical mind-set.

• Provide cross-functional training and support for other members of the team to ensure that objectives of the team are met.

• Agile and flexible approach to delivery.

• Excellent interpersonal skills to ensure clarity of communication to users and Technology colleagues.

• Prioritise and structure own workload according to delivery requirements.

• A fast learner with the ability to understand, retain and apply new information quickly.