CVA RAD (RAPID APPLICATION DEVELOPMENT) DEVELOPER M/F – VIE LONDON

Job description

Your environment
Join as a VIE, Société Générale Global Banking and Investor Solution (GBIS) within our Information Technologies (ITEC).
ITEC is in charge of providing other departments with the Information System support. In every SGCIB’s implantation all over the world, ITEC products and manages high quality and competitive tools respecting technology and cost standards.
Based in London on the credit trading floor, you will join our IT team composed of 4 people, revolving around XVA (CVA, FVA, DVA).
Your role
As a VIE, you will be in charge of :
- Service the desk in terms of risk simulations and custom reports
- Participate to the daily production and reporting
- Help creating a reporting platform on CVA that includes goood proxies and adjust the platform as the developments are being made more robust by back-end systems
- Maintain and enhance a PnL + Risk Analysis + PnL explanation tool, Credit swaps and synthetic structured derivatives and CVA trading activities
- Tactical integration of diverse in-house systems to serve either the structured credit or CVA Business
- Rapid development in VBA, C# or C++/CUDA for the trading desk to address new issues.
- Build an infrastructure to migrate Excel spreadsheets from VBA to C#/C++/CUDA +ExcelDNA
Your profile
Graduate with a Master degree from an Engineering School or University in IT, you have a good command of Object Oriented programming through C#, Java or C++. Ideally, you have a previous experience in IT in a banking environment.
You also have a good knowledge of Excel/VBA, knowledge of financial products and quant language would be a plus.
You are fluent in English, speaking French would be a plus.
Adaptable, you are able to estimate risk in your activity.
You are quality oriented.
Finally, your cooperation and team spirit will be the keys to succeed in your mission.