- Londres, Angleterre, Royaume-Uni
- CDI, Plein-temps
- Credit Suisse -
- 14 déc. 18
Senior .Net Quant Developer # 118298
Banking today is a technology business, where digital ingenuity creates competitive advantage. At Credit Suisse, we are committed to delivering world-class technology innovation that enables our clients to reach their goals. CS's technology team is a critical commercial differentiator, creating products and services that enable the flow of financial information across the globe. We handle big challenges and create new products, using the latest technology to drive value for our business. We strive to provide applications that are robust, reliable and secure while continuously adapting to meet the evolving needs of clients both internally and externally. Our future depends on identifying and hiring the best people technologists in the financial world and bringing them together to serve our clients' needs. We offer an exemplary culture and a great working environment that nurtures collaboration and partnership; rewards excellence and encourages entrepreneurialism.
The RDx Technology group develops and operates a set of front-to-back applications that support P&L and market risk calculations for all Global Markets businesses. The RDx Core Capabilities team owns and develops the core technology components which enable these applications and form the RDx Platform.
The RDx Platform stores the firm-wide canonical risk results, P&L values and reference data across all Global Markets business lines. On top of this we develop and support a graph-based calculation layer which enables on-demand risk and scenario calculations to both front office and risk management users.
Along with the data store and calculation layer the team also develops Risk Data Algebra (RDA) a suite of software which enables the aggregation and manipulation (slicing & dicing) of large volumes of data and the representation of that data into consistent GUIs and reports. All of this technology is underpinned by our Risk Definition Language (RDL) which describes all the data structures within the RDx Platform.
The team is looking to grow in 2019 to underpin its position as the key enabler of Credit Suisse Global Markets business to meet current and future regulatory reporting requirements whilst providing the next generation calculation and analytic layer for the firm's risk reporting needs and adopting Cloud technology.
We are looking for an experienced .NET developer to join the RDx Core Capabilities team in a Front-Office facing position. The key responsibilities of the role are:
- Partnering with Front-Office Quant teams to understand their needs that can be served by the RDx Platform.
- Proposing solutions on enhancing the RDx Platform to meet these needs.
- Implementing improvements to the RDx Quant Platform in .NET.
- Collaborating with all teams of the RDx organization to continuously enhance the RDx Quant Platform.
Open to discussing flexible/agile working.
- She/he will be Degree (BSc) or Post-graduate (Masters/PhD) degree educated with a mathematical/computational degree or similar (Engineering or Physics for example) or equivalent work experience.
- Eager to be challenged including a demonstrable ability to take ownership of issues and follow through to resolution.
- Flexible and adaptable, being willing to move focus between components and projects easily.
- Solid interpersonal and communication skills.
- Desired: Extensive experience of designing and developing risk management or similarly quantitative software solutions at a Top-Tier investment bank.
Essential skills (not all are necessarily required if otherwise a good fit for the role):
- Strong design and development skills in either F# or C#.
- Solid understanding of standard containers and algorithms.
- Multi-threaded and asynchronous server development.
- Continuous Integration and Test-Driven Development approach to software development.
- Experience working with, or in, a Quant team.
- Experience with memory and performance profilers.
- Distributed Computing, Micro services, and Cloud deployment.
- Experience with Python and/or functional programming paradigms.
- A good understanding of the HTTP stack on windows, and its .NET implementation.
Credit Suisse is committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.