C# / .NET Developer – (Credit Risk Pricing) - Bonhill Partners

C# / .NET Developer – (Credit Risk Pricing)

Contract Role (6 Months - View to extend)

Global Investment Bank

Location: London (4 days per week in office)

We are supporting a global investment bank in the search for a C# / .NET Developer to join their Credit Risk IT team, working within a specialist Credit Risk Analytics environment.

The role is heavily focused on Credit Risk, pricing and risk analytics, supporting the development and modernisation of a global platform used to calculate and report Credit Risk exposures.

A key requirement is hands-on experience with financial product pricing. The specific asset class is flexible, so we are open to candidates who have worked with pricing across Interest Rates, Credit, Equities, Bonds, MBS, Repos, SBL or other financial products. What’s important is a genuine understanding of how financial products are priced and how those pricing outputs feed into Credit Risk and PFE calculations.

Key Responsibilities:

1. Develop and enhance Credit Risk pricing and analytics applications using C# and .NET.
2. Work on Credit Risk and PFE analytics, supporting risk calculations across multiple entities.
3. Develop and extend pricing calculators and risk analytics functionality.
4. Contribute to the migration and modernisation of global Credit Risk platforms.
5. Develop and maintain C#/.NET, .NET Core applications, APIs and services.
6. Integrate pricing and risk engines with proprietary systems and reporting platforms.
7. Support the calculation, processing and reporting of Credit Risk exposures.
8. Work with risk data, market data, pricing outputs and downstream risk reporting.
9. Investigate and resolve issues across critical Credit Risk systems.
10. Work closely with Credit Risk Managers, Traders, Project Managers and global technology teams.
11. Contribute to the ongoing modernisation of the Credit Risk technology landscape.

Required Experience:

1. Strong professional C# / .NET development experience.
2. Practical experience with .NET Core and Web APIs.
3. Strong financial product pricing experience is essential.
4. Experience pricing any financial product or asset class is relevant. You do not need to come from a specific product background.
5. Good understanding of how pricing, market data and financial analytics feed into risk calculations.
6. Experience working with Credit Risk, Market Risk, PFE, risk engines or risk analytics.
7. Strong understanding of financial markets and financial products.
8. Experience with SQL Server.
9. Experience developing and supporting large-scale applications covering data, pricing, risk processing and reporting.
10. Strong communication skills and the ability to work with both technical and business stakeholders.
11. Previous experience within an investment bank or financial markets technology environment.

Desirable Experience:

1. Stronger background in Credit Risk technology, particularly PFE and counterparty risk.
2. Experience with S&P Global Financial Risk Analytics (FRA) or similar pricing and risk platforms.
3. Experience implementing or supporting Credit Risk pricing and analytics.
4. Cross-asset pricing and risk analytics experience.
5. Exposure to Murex or similar front-to-back financial systems.
6. Experience working with global risk platforms across multiple regions.