C# .NET Developer – Front Office Liquidity, Treasury & Risk Systems
Job Summary
Join MARGO in the UK (London) Perm & Contracting Opportunities
MARGO is a tech-native consultancy delivering high value-added IT expertise to the financial services industry. We specialise in complex software engineering environments where performance robustness and scalability are critical: real-time systems distributed architectures high-throughput engines and complex financial calculations. Joining MARGO means working in demanding Front Office Global Markets and Treasury IT environments while benefiting from a human-sized structure dedicated technical support and tailored career development paths.
You will join the Front Office / Treasury IT environment of a premier Tier-1 investment bank in London.
Working within the Non-Linear IT team across distributed locations you will engineer mission-critical systems supporting Liquidity Risk Treasury ALM XVA and Financial Resource Management. The platform operates in direct proximity to trading desks Treasury and risk managers to calculate balance-sheet funding costs and risk exposures in real time.
The team is actively executing an advanced migration toward a modern event-driven back-end microservices architecture while supporting interactive UI tools used daily by several hundred users.
We are looking for a passionate Senior C# / .NET Developer to build modernize and scale our core front-office calculation engines.
This is a 100% hands-on Individual Contributor seat. You will write clean high-performance back-end code and translate complex financial logic directly into production systems without business analyst or translation layers.
Design & Engineering
Design build and optimize high-performance back-end calculation engines using modern C# .NET.
Develop asynchronous message-driven microservices (using Rebus / messaging queues) and Windows Services for distributed processing.
Build and tune database objects complex queries and data access layers using MS SQL Server and Dapper.
Implement real-time communication feeds and RESTful APIs using Web API and SignalR.
Leverage LLMs and practical agentic AI workflows (Copilot Claude) within daily engineering to accelerate testing refactoring and delivery.
Functional Implementation
Implement core calculation logic across at least two of the following business areas:
Liquidity Risk & Treasury: Cash-flow time-bucketing NSFR RNFB LCR or liquidity buffers.
Cash Forecasting: Forward cash projections and contractual vs. behavioral maturities.
Balance Sheet & Capital Metrics: Leverage exposure and financial resource utilization.
XVA & Pricing Adjustments: CVA FVA ColVA and funding costs.
Risks & Greeks: Non-linear sensitivities (Delta Gamma Vega) and PnL Explain.
Financial Products: Listed or OTC derivatives.
Pre-Trade Analytics: Trade simulation margin/funding impact checks and booking workflows.
Delivery & Engineering Standards
Deliver clean testable and maintainable code adhering to SOLID principles and design patterns.
Participate in automated CI/CD pipelines using Git (Bitbucket) TeamCity Jenkins or Ansible.
Maintain high standards of ownership transparency and operational risk mitigation.
Core Technologies
Languages & Frameworks: C# .NET Windows Services Web API SignalR
Architecture & Messaging: Event-driven architecture asynchronous message-driven systems (Rebus) Service-Oriented Architecture (SOA)
Data & Storage: MS SQL Server (performance tuning schema design) Dapper
DevOps & CI/CD: Git TeamCity Jenkins Ansible
Modern Tooling: Practical experience applying LLMs / agentic AI tools in software engineering
Valued / Nice-to-Have
Front-end web development with React Redux TypeScript and HTML
Essential
Proven experience as a Senior C# .NET Developer in demanding performance-sensitive banking environments.
Deep understanding of Object-Oriented design patterns asynchronous programming and multithreading.
Solid back-end experience building event-driven services messaging systems and Windows Services.
Strong MS SQL Server database expertise and experience with lightweight ORMs (Dapper).
Practical familiarity with enterprise DevOps pipelines and AI developer tools (Copilot/Claude).
A dedicated individual contributor mindset committed to daily hands-on coding.
Why Join MARGO
Access to multi-asset Front Office Trading and Electronic Trading environments
Highly technical and challenging engineering assignments
Clear positioning between HFT and non-HFT trading systems
Strong emphasis on skill development and long-term career progression
Human-sized consultancy with close support and high-quality missions
Interested Motivated Apply on our website or at emailprotected
Required Experience:
IC
About Company
Nous avons choisi de mener auprès de nos clients uniquement des missions à haute complexité IT. En effet, nous sommes persuadés que la complexité des missions est corrélée à leur valeur ajoutée. MARGO est ainsi partenaire de clients ambitieux et visionnaires misant sur le PROGRÈS. ... View more