FRONT OFFICE C# DEVELOPER
London Area /
Margo is a Tech Native consulting firm accompanying companies in their digital transformation on highly technical complex projects. Its offers are organized around 4 expertise: Business Agility, High Performance IT, Data to Business and IT Modernization.
Margo is seeking for a Front Office C# Developer.
The role of Front Office Developer consists in developing specific scenarios and greeks for Front Office and Risk Management, integrating pricers developed by the Quant team in different toolkits used by GMC, insuring the release of the versions and the support 2nd level.
Your Key Responsibilities
- The role of Front Office Developer consists in developing specific scenarios and greeks for Front Office and Risk Management, integrating into third party tools the pricers developed by the Quant team in different toolkit used by Global Market, insuring the release of the versions and the support 2nd level.
- The role involves relations with Global Market business: Trading, Risk, Quants, Middle office, SDR, Back office, Compliance and legal departments. Also a relationship within the IT department: Business Analysts, other developers, Production team, infrastructures, DBA. Ability to work within a multi-site environment is key as there will be a requirement for communication with Paris.
You are the successful candidate if :
- Good communication skills and team spirit
- Eager to learn new technologies and business skills and become subject matter expert
- Strong understanding of analytics, pricing tools and methodology
- Understanding of pricing models Understanding of risk scenarios (risk matrices, var, greeks calculation, etc)
- Understand of various asset class
- Understanding of third party FO tools toolkit and capacity to integrate
- Our client customized functionalities within third party tools
- Experience with C#IT languages : C# (WPF, WCF, interop excel), STL, Boost, runtime, SQL, Oracle PL/SQL Distributed architecture. API Visual Studio (Microsoft)