Risk IT C# .Net / Python Developer

Job Description

WHO WE AREQuanteam 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 ROLEThe 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 theanalytics 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 inmiddle and front office.The core technologies utilised within the team include C# .NET and Microsoft SQL Server running onWindows however we are now increasingly moving towards C# .NET Core and Python running on Linux operating systems utilising Docker containersto 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 capabilitieswe 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 providea 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 writtenin 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. Keyexperience 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 RESPONSIBILITIESFraimWRXThe 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 PythonImplement 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 skillsLinuxPythonPractical experience of building .Net Core Web APIPractical experience of Unit Testing, Integration Testing & development testing skillsGood understanding of microservices architectureExperience working on large scale applicationsShould be very proactive individual who can work independently and own tasks and deliver high quality softwareShould be able to take full responsibility of development tasks,testing and debugging issuesShould be very organised, disciplined and have a structured working approachCan work under pressure and tight deadlinesShould be capable of planning, managing and mentoring junior developersShould be capable of writing high quality Technical Scope documents and Test PlansSome understanding of financial products and the Credit Risk Management function in banks.Good English language speaking and writing skillsDesirable:Experience of working on Credit Risk / Market Risk solutionsAngularPractical experience of Azure Data Lake, Docker, TeamCity, Jira, GitHub, PythonPersonal 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. Shoul