MARGO - C# / .NET Developer – Front Office Liquidity, Treasury & Risk Systems
Requirements
• 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.
Responsibilities
• Design & Engineering • 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 ASP.NET Web API and SignalR. • Leverage LLMs and practical agentic AI workflows (Copilot, Claude) within daily engineering to accelerate testing, refactoring, and delivery. • Functional Implementation • 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. • Delivery & Engineering Standards • 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. • Technical Environment • Core Technologies • Languages & Frameworks: C# .NET, Windows Services, ASP.NET 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 • Valued / Nice-to-Have • Front-end web development with React, Redux, TypeScript, and HTML
Benefits
• · Access to multi-asset Front Office, Trading and Electronic Trading environments • · Highly technical and challenging engineering assignments • · Clear positioning between HFT and non-HFT trading systems • · Strong emphasis on skill development and long-term career progression • · Human-sized consultancy with close support and high-quality missions • Please note - We do not offer visa sponsorship for this position. • Interested? Motivated? Apply on our website or at [email protected] • We may use artificial intelligence (AI) tools to support parts of the hiring process, such as reviewing applications, analyzing resumes, or assessing responses and identifying potential inconsistencies or verification signals in application materials based on available information. These tools assist our recruitment team but do not replace human judgment. Final hiring decisions are ultimately made by humans. If you would like more information about how your data is processed, please contact us.
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