Job Description

WHO WE ARE?
For over 50 years, we have worked closely with investment and asset managers to become the world's global provider of integrated investment management solutions. We are 2,900+ colleagues with a broad range of nationalities, educations, professional experiences, ages, and backgrounds in general. SimCorp is an equal opportunity employer. We are committed to building a culture where diverse perspectives and expertise are integrated in our everyday work. We believe in the continual growth and development of our employees, so that we can provide best-in-class solutions to our clients. While continuing to deliver client value, we believe it is vital to consider our people and our planet in every business decision we make. Acting responsibly is not optional. It is essential.

WHY THIS ROLE IS IMPORTANT TO US
Joining the Risk & Forecasting Product Area at SimCorp entails a dual role in shaping the future of risk management. You will contribute to both a new cloud-based solution and the support of an existing application with over 20 years of history as well as Axioma Risk integration. Leveraging the foundation of the established system, including industry best practices, your work will involve developing innovative solutions for both the matured back end and its cloud-based counterpart. It's an opportunity to drive advancement in risk management across multiple fronts and leave a lasting impact on the industry.

WHAT YOU WILL BE RESPONSIBLE FOR• Coordinate and support development and maintenance in collaboration with product owners and other teams.
• Investigate and implement best practices for code quality.
• Ensuring a coherent user experience in close collaboration with product owners.
• Learn who our users are, and what kind of business value we deliver to them.
• Integration Simcorp Dimension and Axioma Risk solutions.



WHAT WILL YOU WORK WITH?• APL and C# .Net.
• Web API's
• Code Design and architecture.
• Git (Azure DevOps), with CI/CD.
• Azure (Infrastructure as Code).



WHAT WE VALUE• You have at least 4 years of C# programming experience
• You understand the importance of automatic testing of business-critical functionality.
• You are able to solve complex problems in a structured manner.
• You are enthusiastic about building advanced software, and have the mindset needed to make others understand your ideas.
• You are good at coordinating with both programmers and non-programmers, to ensure a full understanding of tasks.
• You have a Master's degree or higher within Computer Sciences, Engineering, Finance, Physics, Mathematics, Economics or similar experience.
• If you have knowledge of a financial domain, it is definitely beneficial, otherwise we will bring you up to speed using technical discussions, training and a comprehensive onboarding program



BENEFITS
Benefits Attractive salary, bonus scheme, and pension are essential for any work agreement. However, in SimCorp, we believe we can offer more. Therefore, in addition to the traditional benefit scheme, we provide a work & life balance: flexible work hours, a hybrid workplace model. On top of that, we have IP sprints where you have 3 weeks per quarter you can spend on improving your skills as well as contributing to the company development. There is never just only one route - we practice an individual approach to professional development to support the direction you want to take.

NEXT STEPS
Please click below to apply. Applications are continuously assessed, so please send your CV in English as soon as possible. If you are interested in being a part of SimCorp but are not sure this role is a suitable one, submit your resume anyway.
Sim?orp is on an exciting growth journey, and our Talent Acquisition Team is ready to assist you discover the right role for you. The approximate time to consider your CV is three weeks. We are eager to continually improve our talent acquisition process and make everyone's experience positive and valuable. Therefore, during the process we will ask you to provide your feedback, which is highly appreciated.