Market Risk Developer (C#)

Morgan McKinley; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Morgan McKinley is partnering with a premier global investment bank to hire a Senior Lead C#/.NET Software Engineer to build, extend and support its Market Risk Technology ecosystem.

You will lead the microservices architecture, integrate third-party pricing and simulation engines, and collaborate with quantitative analysts to implement VaR, Stress Testing and FRTB.

Qualifications

• Advanced hands-on development experience using C#, .NET Core Web API, MS SQL Server, and messaging architectures.
• Practical experience with MS Azure, AKS, Azure Data Lake, TeamCity, GitHub, and PowerShell.
• Experience implementing Market Risk engines covering VaR, Stress Testing, and FRTB regulatory standards.
• Solid understanding of financial products including Derivatives, Equities, Bonds, MBS, Repos, and Stock Borrow Lending.
• Exposure to Redis, Apache Kafka, Spark, HBASE, or Python is advantageous.

Responsibilities

• Architect and write resilient .NET Core Web APIs and distributed microservices for feed capture, processing, pricing, and risk reporting.
• Integrate third-party simulation engines (S&P Global FRA / fraimWRX) with internal enterprise databases and analytics pipelines.
• Collaborate with quantitative analysts and business teams to implement Market Risk measures including VaR, Stress Testing, and FRTB framework requirements.
• Deploy microservices into cloud computing environments using MS Azure, Azure Kubernetes Service (AKS), and Azure Data Lake.
• Establish high standards for code quality, CI/CD, automated testing, and cloud performance monitoring.

Skills

C# / .NET

Microservices

Web APIs

Messaging

Tools

MS Azure

AKS

Azure Data Lake

TeamCity

GitHub

PowerShell

Job description

On behalf of our client, a premier global investment bank, we are looking for a hands-on Senior Lead C#/.NET Software Engineer to build, extend, and support their enterprise Market Risk Technology ecosystem.

In this role, you will lead the microservices architecture and integration of third-party pricing and simulation engines into proprietary front-to-back analytics platforms calculating real-time and daily Market Risk metrics.

Key Responsibilities

• Application & Microservices Design: Architect and write resilient .NET Core Web APIs and distributed microservices for feed capture, processing, pricing, and risk reporting.
• Engine Integration: Integrate third-party simulation engines (S&P Global FRA / fraimWRX) with internal enterprise databases and analytics pipelines.
• Regulatory & Quant Collaboration: Collaborate with quantitative analysts and business teams to implement Market Risk measures including VaR, Stress Testing, and FRTB framework requirements.
• Cloud Infrastructure: Deploy microservices into cloud computing environments using MS Azure, Azure Kubernetes Service (AKS), and Azure Data Lake.
• Engineering Standards: Establish high standards for code quality, continuous integration/delivery (CI/CD), automated testing, and cloud performance monitoring.

Key Requirements

• Technical Stack: Advanced hands-on development experience using C#, .NET Core Web API, MS SQL Server, and messaging architectures.
• Cloud & DevOps: Practical experience with MS Azure, Azure Kubernetes Service (AKS), Azure Data Lake, TeamCity, GitHub, and PowerShell.
• Domain Expertise: Practical experience implementing Market Risk engines covering VaR, Stress Testing, and FRTB regulatory standards.
• Products & Pricing: Solid understanding of financial products including Derivatives, Equities, Bonds, MBS, Repos, and Stock Borrow Lending.
• Big Data (Beneficial): Exposure to Redis, Apache Kafka, Spark, HBASE, or Python is advantageous.