Senior .Net Developer

The CVA (Credit Valuation Adjustment) IT Team is responsible for implementing the technology services to:

• 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.

• 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 including fluent English

Join our Development Center in Wroclaw and become a member of our open minded, progressive and professional team. In this role you will be working on projects for one our world famous clients. You will have a chance to grow your technical and soft skills, and build a thorough expertise of the industry of our client. On top of attractive salary and benefits package, Luxoft will invest into your professional training, and allow you to grow your professional career.