ВеликобританияC# / .NET Developer – Front Office Liquidity, Treasury & Risk Systems
4 дн. назад
ВеликобританияSeniorHybrid
c#.net
Senior C# / .NET Developer role to build, modernize, and scale back-end systems for Front Office liquidity, treasury, and risk management.
Обязанности
- We are looking for a passionate Senior C# / .NET Developer to build, modernize, and scale our core front-office calculation engines.
- This is a 100% hands-on Individual Contributor seat . You will write clean, high-performance back-end code and translate complex financial logic directly into production systems without business analyst or translation layers.
Будет плюсом
- Front-end web development with React, Redux, TypeScript, and HTML
Условия
- · Access to multi-asset Front Office, Trading and Electronic Trading environments
Другое
- MARGO is a tech-native consultancy delivering high value-added IT expertise to the financial services industry. We specialise in complex software engineering environments where performance, robustness, and scalability are critical: real-time systems, distributed architectures, high-throughput engines, and complex financial calculations. Joining MARGO means working in demanding Front Office, Global Markets, and Treasury IT environments while benefiting from a human-sized structure, dedicated technical support, and tailored career development paths.
- You will join the Front Office / Treasury IT environment of a premier Tier-1 investment bank in London.
- Working within the Non-Linear IT team across distributed locations, you will engineer mission-critical systems supporting Liquidity Risk, Treasury ALM, XVA, and Financial Resource Management . The platform operates in direct proximity to trading desks, Treasury, and risk managers to calculate balance-sheet funding costs and risk exposures in real time.
- The team is actively executing an advanced migration toward a modern, event-driven back-end microservices architecture while supporting interactive UI tools used daily by several hundred users.
- Design, build, and optimize high-performance back-end calculation engines using modern C# .NET.
- Develop asynchronous, message-driven microservices (using Rebus / messaging queues) and Windows Services for distributed processing.
- Build and tune database objects, complex queries, and data access layers using MS SQL Server and Dapper.
- Implement real-time communication feeds and RESTful APIs using Web API and SignalR.
- Leverage LLMs and practical agentic AI workflows (Copilot, Claude) within daily engineering to accelerate testing, refactoring, and delivery.
- Implement core calculation logic across at least two of the following business areas:
- Liquidity Risk & Treasury: Cash-flow time-bucketing, NSFR, RNFB, LCR, or liquidity buffers.
- Cash Forecasting: Forward cash projections and contractual vs. behavioral maturities.
- Balance Sheet & Capital Metrics: Leverage exposure and financial resource utilization.
- XVA & Pricing Adjustments: CVA, FVA, ColVA, and funding costs.
- Risks & Greeks: Non-linear sensitivities (Delta, Gamma, Vega) and PnL Explain.
- Financial Products: Listed or OTC derivatives.
- Pre-Trade Analytics: Trade simulation, margin/funding impact checks, and booking workflows.
- Deliver clean, testable, and maintainable code adhering to SOLID principles and design patterns.
- Participate in automated CI/CD pipelines using Git (Bitbucket), TeamCity, Jenkins, or Ansible.
- Maintain high standards of ownership, transparency, and operational risk mitigation.
- Languages & Frameworks: C#.NET, Windows Services, Web API, SignalR
- Architecture & Messaging: Event-driven architecture, asynchronous message-driven systems (Rebus), Service-Oriented Architecture (SOA)
- Data & Storage: MS SQL Server (performance tuning, schema design), Dapper
- DevOps & CI/CD: Git, TeamCity, Jenkins, Ansible
- Modern Tooling: Practical experience applying LLMs / agentic AI tools in software engineering
- Proven experience as a Senior C# .NET Developer in demanding, performance-sensitive banking environments.
- Deep understanding of Object-Oriented design patterns, asynchronous programming, and multithreading.
- Solid back-end experience building event-driven services, messaging systems, and Windows Services.
- Strong MS SQL Server database expertise and experience with lightweight ORMs (Dapper).
- Practical familiarity with enterprise DevOps pipelines and AI developer tools (Copilot/Claude).
- A dedicated individual contributor mindset committed to daily hands-on coding.