XVA Software Engineer

London, United Kingdom
09 Dec 2022
16 Dec 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
This role is for a XVA front office developer who works in partnership with XVA trading team, R&D team and other technology teams.

The aim of our Service Unit (GBSU) is to deliver day-to-day services to GBIS Business Units and their clients to accelerate the transformation. IT teams are aligned to the mandate of the Business and Support unit groups within GBSU.

Description of the Business Line or Department

IT works to ensure that it delivers the services the businesses need to compete and to serve SG's clients. The objective is to deliver production services in a well-controlled and cost-effective way, and to deliver competitive application systems and infrastructure that allow GBIS to grow its business in existing and new markets, launch new products and take advantage of new opportunities when they arise.

The mission of GBSU/FFC is to provide and optimise pre-trade and post-trade tools for MARK/FIC Business and Post-trade services to clients.

The Fixed Income and Currencies business line gives access to a large scope of exposure and opportunities across Interest Rate, Foreign Exchange, Inflation and Multi-asset universes. Supported by extensive research, engineering, trading and e-commerce capabilities, we offer strategic insights strategy, flow information, competitive pricing and seamless execution to our clients across rates, credit, FX and emerging markets. XVA business is a cross asset business which covers regulatory metrics such as CVA, FVA, DVA, KCVA and KCCR.

Summary of the key purposes of the role
  • Help the reengineering of the team's data distribution platform (distributed caching, micro-service, APIs)
  • Strategic and tactical applications development (Front to back) for the XVA trading desk. C# back-end (.NET Core/5.0), web-based front-end (Blazor/React) and NoSQL databases (ElasticSearch, CouchBase).
  • Address any needs at software design and development level that involves rapid intervention with strong IT capabilities.
  • Work in partnership with Trading, Technology and R&D teams in delivering state of the art applications to fit the needs of our internal & external clients.
  • Support what you develop and the applications you work on.

Summary of responsibilities
  • Front to back development of strategic and tactical application using .NET (Core/5) & React.
  • Understand the business requirements and risk/R&D models to develop upon them.
  • Understand architecture of complex distributed systems using Micro-Service Architecture.
  • Able to manage development lifecycle autonomously.
  • Agile development process. (Tests, Continuous delivery, Build Factory, deployment tool)
  • Follow technological and open source projects developments and import those which make sense for the desk: Be technologically aware.
  • Act as a team player by participating to pair programming session with teammates, create documentation on project, maintain the team wiki and participate to team meeting/daily stand-up with teams in London, Paris.
  • Participate to production of what you develop and the application you work on.

  • Appreciation of the fundamentals of XVA pricing and counterparty risk.
  • Degree in computer science/software engineering
  • Object oriented development, preferably .NET (Core/5) / Framework (3+ years).
  • Basic knowledge of distributed/cloud computing (Azure, Kubernetes, docker, etc)
  • Experience with NoSQL database / distributed caching infrastructure (Couchbase, Cassandra, etc)
  • Strong experience with CI/CD pipeline, workflow and tooling (Git/GitHub, TeamCity, Kubernetes, OctopusDeploy, etc.)
  • Collaborative attitude and used to work in an Agile team environment.
  • Good continuous improvement, speak-up and feedback culture.
  • Positive attitude, curious and eager to learn about the business and new technologies.
  • Previous experiences of Front-Office or RAD positions within investment banking would be a plus, especially around the pricing of different asset classes - Rates, FX, etc
  • Focus on delivering value to the business with relentless efforts to improve process.

  • English: fluent.

French is a plus
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