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Senior developer, asset liability management

Dublin
RISKFLOW LTD (IRE)
Manager
€60,000 - €120,000 a year
Posted: 27 November
Offer description

We are a leading FinTech company dedicated to innovation and excellence in risk management. Our ALM team plays a critical role in optimizing our balance sheet, managing interest rate risk, and ensuring long-term financial stability. We are seeking a highly skilled C# and Angular Developer to join our dynamic team and contribute to the development and enhancement of our proprietary ALM systems.

Role Overview:
We are looking for a talented and experienced C Developer with a strong understanding of financial concepts, particularly within Asset Liability Management. The successful candidate will be responsible for designing, developing, testing, and maintaining high-performance C-based applications that support our ALM strategies, modelling, and reporting. This role requires a blend of strong technical expertise in C# and Angular programming and a solid grasp of financial engineering principles.

Responsibilities:

* Software Development:
Design, develop, and implement robust, efficient, and scalable C# applications for ALM modelling, scenario analysis, valuation, and reporting.
* System Enhancement & Maintenance:
Maintain and enhance existing C# and Angular codebases, ensuring optimal performance, reliability, and accuracy of ALM systems.
* Financial Modelling:
Collaborate with ALM quantitative analysts and risk managers to translate complex financial models and algorithms into efficient C code.
* Performance Optimization:
Identify and address performance bottlenecks in C# applications, ensuring fast execution times for complex calculations and large datasets.
* Data Integration:
Develop and maintain interfaces for integrating ALM systems with various financial data sources and downstream systems.
* Testing & Quality Assurance:
Conduct thorough unit, integration, and regression testing to ensure the accuracy and stability of developed applications.
* Documentation:
Create and maintain comprehensive technical documentation, including design specifications, code comments, and user guides.
* Collaboration:
Work closely with cross-functional teams including Business Analysts Quant Analysts, Risk Managers, IT Operations, and other developers to deliver integrated solutions.
* Troubleshooting & Support:
Provide technical support and troubleshoot issues related to ALM applications in production and test environments.
* Stay Updated:
Keep abreast of industry best practices in C development, financial engineering, and ALM methodologies.

Required Skills and Qualifications:

* Education:
B. Sc. Computer Science, Financial Engineering, Mathematics, Physics, Business Studies and Computer Science or a related quantitative field.
* C Programming:
5+ years of extensive experience in C programming, with a deep understanding of data structures, algorithms, memory management, and multi-threading.
* Financial Domain Knowledge:
Solid understanding of Treasury operations and financial products (e.g., bonds, derivatives, loans, deposits), financial markets, key
* ALM concepts (e.g., interest rate risk, liquidity risk, balance sheet optimization, funds transfer pricing, economic value of equity, net interest income).
* Quantitative Skills:
Experience in implementing numerical methods and algorithms commonly used in financial modeling (e.g., Monte Carlo simulation, numerical integration, optimization techniques regression calculations).
* Database Experience:
Proficiency with relational databases (e.g., SQL Server, Oracle, PostgreSQL) and strong SQL skills.
* Problem-Solving:
Excellent analytical and problem-solving skills with a keen attention to detail.
* Integrations:
Ability to integrate Riskflow applications with Client Applications to retrieve/post relevant critical information using any handshaking method required.
* Communication:
Strong verbal and written communication skills, with the ability to explain complex technical concepts to non-technical stakeholders.
* Team Player:
Ability to work effectively both independently and as part of a collaborative team.

Preferred Skills

* Experience with other programming languages (e.g., C++, Python, Java, Javascript) for scripting, data analysis, or complementary systems.
* Familiarity with financial libraries or frameworks.
* Experience with database management applications(relational and non-relational) e.g. MSQL, NoSQL like MongoDB
* Experience with version control systems (e.g., Git, Microsoft Azure DevOps, SVN).
* Understanding of agile development methodologies.
* Experience with cloud platforms (e.g., AWS, Azure, GCP).
* CFA or FRM certification is a plus.

What We Offer:

* Opportunity to work on challenging and impactful projects at the intersection of finance and technology.
* A collaborative and supportive work environment.
* Continuous learning and development opportunities.
* Competitive salary and benefits package.

How to Apply:
Interested candidates are encouraged to submit their résumés to

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