FEEL THE THRILL OF CREATIVE EFFORT AND ACHIEVE THE IMPOSSIBLE
Alpha Technologies specializes in the IT recruitment of top quality specialists needed for all levels of organization. We are American company based in Wrocław.
We are looking for:
CVA C# Developer
Location: Wrocław
Main responsibilities:
- Properly measure counterparty credit exposures across all products, desks and counterparties.
- Properly price counterparty risk in real time for all trades based on marginal impact.
- Provide analytics to monitor and evaluate trades and the resulting counterparty risk portfolio.
- Revalue the portfolio daily and calculate the monthly counterparty CVA, offsetting own spread CVA and net CVA for external reporting purposes.
- Building out more front-office trader tools and functionality.
Key technical skills:
- Strong C# with multi-threading and excellent design skills (4+ years of experience).
- Excel knowledge (enough to navigate complex trading sheets for reconciliation purposes).
- Experience in visualisation of data.
- Sql Server or Sql Analysis Services experience.
- Exposure to financial products within a risk orientated environment.
- Strong exposure to market data and trade data within a Investment Banking environment.
- Independence in acting.
- Team player.
- Good communication skills.
- Fluent English skills.
Your benefits:
- Employment agreement or B2B contract – it depends on your preferences.
- Competitive salary, which depends on your skills and qualifications.
- Remotely trainings with our Specialists from USA.
- International projects.
- Regular improving of your current knowledge.
- Possibility to start cooperation in USA.
- Private Medical Care.
- Life Insurance.
- Sport Card.