C# / .NET Developer – Front Office Liquidity, Treasury & Risk Systems

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.

Role Overview

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, 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 ASP.NET Web API and SignalR.
• Leverage LLMs and practical agentic AI workflows (Copilot, Claude) within daily engineering to accelerate testing, refactoring, and delivery.

Functional Implementation

• 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.

• 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.

Technical Environment

• Languages & Frameworks: C# .NET, Windows Services, ASP.NET 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

• Front-end web development with React, Redux, TypeScript, and HTML

• 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.

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.

Business Context

• 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

Please note – We do not offer visa sponsorship for this position.

Interested? Motivated? Apply on our website or at staff.uk@margo.com