FRONT-OFFICE RAD DEVELOPER ON XVA M/F - VIE LONDON

Job description

Your environment
At Societe Generale, you will be joining the Information Technology division of Global Banking & Investors Solutions (GBIS), one of the three pillars of SG that brings together Corporate and Investment Banking activities, Private Banking activities, Asset Management and Investor Services.
Every day our teams are ensuring that we deliver the service our businesses need to compete and serve Societe Generale's clients. Our objective is to deliver great production services in a well controlled and cost effective way, and to deliver competitive application systems that allow GBIS to grow its business in existing and new markets, launch new products and take advantage of new opportunities when they arise.
Description of the Business Line or Department
ITEC – provision of IT tools & services to the Investment bank the UK.
Summary of the key purposes of the role
The team sits directly with the XVA (Credit Valuation Adjustment, Funding Valuation Adjustment, etc.) desk and provides a combination of (1) IT tools, (2) IT services and works hand-in-hand with the business to (3) business-analyze, (4) prototype and build the necessary infrastructure allowing the desk to fulfil its mission to trade counterparty risk and optimize XVA related metrics on behalf of the entire CiB of Socgen.
YOUR ROLE
Your main responsibilities will be:
Tactical integration of in-house frameworks to serve exotic trading business
Help creating a reporting platform on XVA that includes good proxies and adjust the platform as the developments are being made more robust by back-end systems
Build ad-hoc risk simulations and custom reports
Participate to the daily production
Main development in C#, Angular JS, Python
THE VIE ASSIGNEMENT IN A NUTSHELL
This VIE in London is to begin as soon as possible but you need to plan 3 months between your application date and the beginning of your VIE assignment. It will last 18 months.
The VIE is a specific contract, under Business France’s eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space. For further information, please see http://www.civiweb.com/.
YOUR PROFILE
Graduate from Engineering school, Business School or University with a master degree in IT or Finance.
Strong Object-oriented programming. Development experience in C# / Java is a huge plus.
Experience in other programming language C++, Python will be considered.
Experience with unit testing framework NUnit, XUnit, Moq is a plus
You are fluent in English. French would be a great plus in the role as the trading desk + a number of colleagues speak it.
Yo u are proficient with MS Office and VBA, having an experience with database (SQL, Couchbase, MonggoDB, Cassandra...) is a plus.