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Joboffer number #405841

Senior Software Engineer (.Net)

CV Market client
Job ad expired!

Job Description

As a part of Derivatives & Risk IT organization, we are responsible for the monitoring and reporting of the market risk – meaning risk of loses caused by financial market performance – within Danske Bank. The monitoring is used to decide how to best hedge the market risk and to determine the capital requirement according to the rules set by the authorities.

To calculate the market risk we use an internal risk model based on historical data. It consists of 2 parts:

  • Value at Risk (VaR) – determines a maximum potential loss with 95% confidence level for 1 day horizon
  • Incremental Risk Charge (IRC) – determines a maximum potential loss with 99.9% confidence level 1 year horizon

Model is implemented using Market Risk system with input from different data sources.

Currently, we are a team of 3 developers working agile in DevOps roles in close collaboration with our business. Our responsibility is to work with business to add new functionality to the system in order to comply with the changing financial market regulations and improve the business efficiency as well as keeping the system running.


  • Work as DevOps in an agile development team
  • Engage with stakeholders and be proactive when solving problems
  • Take ownership of tasks and make sure they are successfully implemented
  • Keep system running on production, including being in an on call schedule.


  • Good knowledge of ASP.NET and C#
  • Good understanding of design patterns and SOLID design principles
  • Experience with MS SQL or similar technologies
  • Experience with scrum and agile development, using code review, automated testing, and CI/CD
  • Powershell knowledge


  • Financial domain expertise

  • Company offers

    • An inspiring environment in a large IT organization

    • A perfect opportunity to join an IT team and face the challenge and the opportunity to influence and shape the team in Vilnius

    • Work in an international team, which concentrates on innovative business facing solutions

    • An extensive training program to ensure that your skills are maintained and updated on an ongoing basis

    • Highly skilled team and career opportunities

    • Cross business career opportunities in the bank

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    Jūs kandidatuojate į:
    Senior Software Engineer (.Net)
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