Senior C# Developer with expierience in liquidity, and financial‑resource management.
Summary
Senior C# developer building core financial-resource and liquidity systems in an event-driven architecture, migrating legacy back-end services while applying SOLID principles and modern DevOps practices.
We offer:
- Equivalent for remote work expenses (120 PLN per month)
- Stable employment in the international company
- Fully paid private medical care for employee
- Pre-paid lunch card
- Employee Pension Plan
- Co-financed Multisport Card
- Life insurance
- Car parking availability in the office building
- Trainings and development opportunities
We invite you to apply with your resume in English.
Description & Requirements
We are seeking a Senior C# Developer to join the Non‑Linear IT team within Global Markets IT. The team builds and maintains the core applications that support XVA, liquidity, and financial‑resource management.
You will work in an agile, collaborative environment in team distributed between London, Paris and Kraków, delivering clean, maintainable code while helping migrate our back‑end services to a modern event‑driven architecture.
Senior C# Developer
Requirements:
- 5+ years of professional experience with C#/.NET (Windows Services, ASP.NET Web API, SignalR).
- Strong command of Object‑Oriented Programming, design patterns, and SOLID principles.
- Proven experience with service‑oriented architectures and asynchronous messaging (Rebus).
- Advanced knowledge of MS SQL and hands‑on with DevOps tools: Git/Bitbucket, TeamCity/Jenkins, Ansible.
- Familiarity with ORM libraries (e.g., Dapper) and version‑controlled build pipelines.
- Understanding of the capabilities of LLM's in the software development process with practical experience of agentic AI engineering in an enterprise environment.
- Excellent communication skills in English (C1)
Nice‑to‑Have:
- Front‑end development experience with HTML, JavaScript/TypeScript, React, Redux.
- Financial domain knowledge: Financial products (Listed / OTC) PnL Explain, risks (Delta, Gamma, Theta, Vega) XVA (CVA, FVA, ColVA) Liquidity Risk (RNFB, NSFR) Cash Forecasting Balance Sheet Metrics (Leverage Exposure) Pre-trade calculation and booking workflow
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