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.NET IT Software Engineer in MAPT CCR XVA Squad
.NET IT Software Engineer in MAPT CCR XVA Squad
.NET IT Software Engineer in MAPT CCR XVA Squad
Danske Bank Lithuania
.NET IT Software Engineer in MAPT CCR XVA Squad
.NET IT Software Engineer in MAPT CCR XVA Squad

.NET IT Software Engineer in MAPT CCR XVA SquadDanske Bank Lithuania

Area

The CCR & XVA squad process the risk each counterparty has to the bank by taking trades from different trading systems and loading them into the bank’s state of the part pricing system.

As part of Markets Analytics Platform Tribe, we create resilient, high-performance solutions for one of Scandinavia’s largest banks. Our platform, which encompasses data sources and a global analytics engine, connects front office functions, risk controls and third-party services with middle- and back-office flows in a fully integrated, modular way.
We can offer you – an inspiring, inclusive and collaborative environment in a leading IT organization where the sky is the limit.

You will:

  • We provide simulated counterparty risk to all areas of the bank, XVA trading desks, Limits for all trading desks, FSA and management reporting
  • Trade Processing / Filtering
  • High volume data processing and performance tuning
  • Market data processing
  • gRPC for primary API
  • Work in a dynamic international team developing innovative, critical solutions that can withstand intensive use

About you:

  • You are open-minded, curious and cooperative
  • You thrive when interacting with a broad and diverse group of stakeholders and are comfortable working with multiple projects
  • You expect to learn and grow in your job and want to take on additional responsibilities over time
  • Proficiency coding in C#
  • Basic knowledge of asynchronous and event-driven architecture
  • Experience with SQL Server, .NET Core, AWS, AzureDevOps
  • A good understanding of how to build robust and scalable solutions
  • Good communication skills
  • Advanced English language skills

We offer

Monthly salary range from 3280 EUR to 4920 EUR gross (based on your competencies relevant for the job).

Additionally, each Danske Bank employee receives employee benefits package which includes:

  • Growth opportunities: professional & supportive team, e-learnings, numerous development programs; (incl. professional certificates); 100+ professions for internal mobility opportunities.
  • Health & Well-being: a diverse, inclusive, work & life balance work environment; health insurance from the first day of employment; mental well-being practices; partial psychologist counselling compensation; silence and sleep zones at the office; game rooms.
  • Hybrid working conditions: home office budget (after the probation period); modern Danske Campus workplace developed with anthropologist for the best employee experience.
  • Additional days of leave: for rest, health, volunteering, exams in higher education institutions, and other important activities. Moreover, for seniority with Danske Bank.
  • Monetary compensation package: accidents & critical diseases insurance; financial support in case of unfortunate events, travel insurance; IIIrd Pillar Pension Fund contribution.
  • Additional days of vacation
  • Canteen services and free fruits
  • 20+ community hobby clubs
  • 24/7 gym services and group trainings

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