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Senior .NET Engineer

Prague, Czech Republic

Striving for excellence is in our DNA. Since 1993, we have been helping the world’s leading companies imagine, design, engineer, and deliver software and digital experiences that change the world. We are more than just specialists, we are experts.

DESCRIPTION


Currently we are looking for a Senior .NET Engineer for our Prague office to make the team even stronger.

ABOUT PROJECT


The hiring team is responsible for building the strategic RFT counterparty credit risk (CCR) generation system (XRisk/Eagle), which is undergoing a large transformation as part of the multi-factor interest rate (MFIR) project. This project brings a considerable increase in the complexity of the market data simulation and trade pricing methodologies, and subsequently poses new performance challenges.

The team is moving to a scalable microservice-based architecture, utilizing the RFT Wolf platform (C#) for workflow orchestration and the RFT Core Risk Engine Framework (CRE) with QA primary pricing library (C++).

The ideal candidate will be responsible for developing the components required to enable integration of CCR stack with the bank’s state-of the-art Data Fabric solution and contribute to its evolution through successful team collaboration. This is a hands-on technical leadership role with direct responsibility for a local development team and emphasis on strong cross-region collaboration between Prague and London. She or he will be a senior technical lead within credit risk valuation Agile team responsible for all aspects of the development process, including user story analysis, technical design, implementation, code-reviews, testing, production deployment, and support.

This is a challenging senior hands-on role requiring strong technical skills and problem-solving abilities well suited for a candidate who prefers to combine coding with technical team leadership. The candidate will be rewarded with a fantastic opportunity to shape the next generation of CCR stack with a wide user base across the globe.

Responsibilities

  • Key accountabilities:
    • Design and develop an EOD and intra-day distributed cross-asset market data stress and simulation solution;
    • Provide technical leadership;
    • Hands-on development using C#/.NET 4.5+, Visual Studio 2015, XML/XSLT, SQL Server, Python;
    • Produce SOLID code with excellent test coverage;
    • Deliver solutions within a DevOps environment with a relentless focus on automation of testing and deployment via TeamCity and internal testing frameworks;
    • Participate in Kanban software delivery process backed by Jira/Git/Bitbucket tooling with strong emphasis on code reviews and team collaboration;
    • Provide support and resolve issues for systems in production.
  • Stakeholder management and leadership:
    • Build relationships and trust with developers in the XRisk and Wolf teams as well as business analysis function with RFT credit risk;
    • Maintain direct interaction with business product owners according to project needs.
  • Decision-making and problem solving:
    • Effectively navigate several independent streams of requirements as well as challenging reporting changes.
  • Risk and control objective:
    • Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal policies and policy standards.
  • Person specification:
    • Perform effective time management, extensive experience of working within tight timelines delivering challenging requirements; solid knowledge of technology foundations in distributed computing space.

Requirements

  • Bachelor’s degree in a Computer Science, Mathematics or Scientific discipline from a top university;
  • Strong ability to understand complex systems with a large number of interacting components;
  • Experience with rule based driven processing, ideally, within financial services business domain;
  • Extensive C# .NET experience covering:
    • Server-side development;
    • Multi-threaded code;
    • Service oriented architecture using Rest.
  • Strong appreciations of SOLID design principles and its effective application in practice;
  • Excellent problem-solving skills;
  • Experience with in-memory data Grid and/or NoSQL technologies (e.g. GridGain, Mongo);
  • Database development, ideally with SQL Server;
  • XML and XSLT technologies;
  • Automation/DevOps;
  • Agile development (preferably Scrum/Kanban);
  • Excellent communication and team skills;
  • Cross-region teams and projects.

Nice to have

  • Strong C++ development skills;
  • Development in scripting language such as Python;
  • Experience with Elasticsearch, Logstash, Kibana, distributed systems (e.g. Data Synapse, NServiceBus) and messaging (e.g. Solace, RabbitMQ).

We offer

  • We offer the possibility to work on full product lifecycle – from concept to delivery into production;
  • We are open for innovations and modern technologies;
  • We offer guaranteed professional growth through the technology trainings and technology communities inside EPAM;
  • We are proactive Agile/Scrum/XP practitioners;
  • We propose to realize your ideas and potential within the democratic environment;
  • Using English on a daily basis, communication with people from different countries;
  • As a team - we bring in all our empathy, synergy and drive to focus on the client – bringing world class experience online;
  • Competitive compensation depending on experience and skills;
  • Comfortable and modern offices in Prague 4;
  • Benefit program (5 weeks of vacation, 5 sick days, wage compensation for the first three days of illness, meal vouchers, flexi pass, annual coupon of Prague city public transport, multisport cards);
  • Start ASAP/negotiable.