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# software developer.

- **Company:** Randstad UK
- **Location:** London, UK
- **Experience:** Expert
- **Salary:** £145,340.0 - £156,000.0
- **Contract:** Temporary contract
- **Skills:** .NET Framework, C Sharp (Programming Language), Database Queries, Object-Oriented Software Development, .NET Core, Calculation of Risk Weighted Assets, Backend, Apache Kafka, Tools for Reporting, Api Design
- **Published:** August 12, 2026
- **Apply:** https://www.randstad.co.uk/jobs/software-developer_london_47186687/

## About the Role

* Direct Financial Services Background: Experience in Investment Banking, Hedge Funds, Asset Management, or Capital Markets FinTech. (Generic enterprise/web software backgrounds won't fit here.)
 * Core Functional Exposure: Hands-on domain depth in Credit, Market, or Counterparty Risk, Securities Lending, Prime Brokerage, or Collateral/Margin platforms.
 * Calculation & Framework Mechanics: Working knowledge of RWA, Basel III/IV, CCAR, counterparty limit monitoring, or live exposure calculations.
 * Core Tech Stack: Expert-level C# / .NET (.NET Core), scalable API design, and solid OOP/architectural principles.
 * Data & High Performance: Strong SQL skills, experience handling large data volumes, and working with event-driven/messaging patterns like Kafka.
 * Collaborative Mindset: Confident communicator who can sit down with Quants and Risk Managers, translate complex math into testable code, and hold their own in business conversations.

Ready to own critical risk and financing engines in London? Apply today.

## Description

If you're a Senior .NET Engineer who thrives on understanding why a system is being built-not just how to code it-this one's for you. A top-tier financial firm in London is looking for a rounded backend engineer to build high-throughput engines for live Risk calculations and Securities Lending workflows. ...
We're moving away from post-trade compliance and static reporting tools. Instead, you'll be right in the thick of active risk mechanics: engineering real-time limit engines, dynamic exposure calculations, and live financing workflows. You'll work closely with Quants, Risk Managers, and Front Office teams, turning quantitative models into production-ready software.
Mandatory Criteria


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