Candidates must have strong C# agile development skills including experience in unit testing, continous integrations and pair programming. Candidates must also have strong hands on OO (object orientated) design experience. A solid technical background to include C++, Excel/VBA and COM would also be advantageous. Candidates must also have experience developing distributed, n-tier, multi-threaded, asynchronous applications and have knowledge of messaging middleware and distribution technologies. It is essential that candidates also have strong derivatives business knowledge, preferably within Credit Derivatives and have a full understanding of Risk, Pricing and PnL.

This position will sit within the Credit Derivative IT Analytics team and focus on the ongoing development of a Market Risk System which is a new business-critical global application for Credit Derivatives and will be responsible for assisting in the integration of the new system framework into the strategic front office trading systems. This would entail working alongside the traders, product controllers, and other system developers to understand the impact of migrating existing trading spreadsheets to use MOB and to develop new diagnostics and analytics tools. Support of current production trading books and applications will also form an integral part of the role.