As a seasoned Risk IT .NET Developer at VP level, you will lead and contribute to the design, development, and enhancement of Credit Risk and Market Risk systems within a global investment banking technology environment. Your responsibilities will include:
Designing, developing, and enhancing Credit Risk Pricing Calculators and Risk Engines
Leading migration of legacy systems to .NET Core microservices architecture
Driving development using C#, .NET Core, SQL Server, and Web APIs
Ensuring strong performance tuning, scalability, and system reliability
Owning end-to-end delivery including development, testing, debugging, and deployment
Overseeing batch processing using Control-M / Autosys
Managing exposure reconciliation across PFE Risk Engines and reporting systems
Collaborating with Risk Managers, Traders, and Product Control teams globally
Leading offshore development teams and ensuring delivery governance
Participating in architecture decisions, technical design, and code quality standards
Supporting production risk issues and ensuring SLA adherence
You should possess the following skills and experience:
Strong hands-on expertise in C#, .NET Core, SQL Server
Experience with Microservices, Web APIs, and Distributed Systems
Exposure to Azure (AKS, Data Lake), Docker, CI/CD tools (GitHub, TeamCity, Jira, SVN)
Strong experience in Control-M / batch scheduling systems
Understanding of Credit Risk / Market Risk concepts (PFE, VaR, Collateral, Netting)
Experience in pricing derivatives, repos, securities, and structured products
Exposure to investment banking systems (Murex, EMD Party, feeds integration)
Strong analytical, debugging, and performance optimization skills
Experience working across multi-geography teams and stakeholders
Good communication and documentation skills
In modern banking, the real edge is not just in pricing risk correctly; but in how fast and reliably you can adapt your systems when risk itself changes shape overnight. As a seasoned Risk IT .NET Developer at VP level, you will lead and contribute to the design, development, and enhancement of Credit Risk and Market Risk systems within a global investment banking technology environment. Your responsibilities will include:
Designing, developing, and enhancing Credit Risk Pricing Calculators and Risk Engines
Leading migration of legacy systems to .NET Core microservices architecture
Driving development using C#, .NET Core, SQL Server, and Web APIs
Ensuring strong performance tuning, scalability, and system reliability
Owning end-to-end delivery including development, testing, debugging, and deployment
Overseeing batch processing using Control-M / Autosys
Managing exposure reconciliation across PFE Risk Engines and reporting systems
Collaborating with Risk Managers, Traders, and Product Control teams globally
Leading offshore development teams and ensuring delivery governance
Participating in architecture decisions, technical design, and code quality standards
Supporting production risk issues and ensuring SLA adherence
You should possess the following skills and experience:
Strong hands-on expertise in C#, .NET Core, SQL Server
Experience with Microservices, Web APIs, and Distributed Systems
Exposure to Azure (AKS, Data Lake), Docker, CI/CD tools (GitHub, TeamCity, Jira, SVN)
Strong experience in Control-M / batch scheduling systems
Understanding of Credit Risk / Market Risk concepts (PFE, VaR, Collateral, Netting)
Experience in pricing derivatives, repos, securities, and structured products
Exposure to investment banking systems (Murex, EMD Party, feeds integration)
Strong analytical, debugging, and performance optimization skills
Experience working across multi-geography teams and stakeholders
Good communication and documentation skills
In modern banking, the real edge is not just in pricing risk correctly; but in how fast and reliably you can adapt your systems when risk itself changes shape overnight.
