C++ Developer

Market Risk Technology is looking for an experienced individual to work on a VaR Calculation engine.

Successful candidate will be highly motivated, embrace hands on development using modern C++ and exhibit a keen understanding of market risk management. Excellent communication skills are a must. Knowledge of financial products, Greeks and Market Risk are highly desirable.

Key responsibilities

• Develop calculation and interface components in C++, STL, Boost
• Maintain and improve resource scheduling, data caching, and application performance
• Design and implement computing solutions for risk modeling, pricing and regulatory compliance
• Maintain high code quality through testing, CI/CD pipelines and version control (Git, Jenkins)

Qualifications and Skills

• 5-8 years of experience in software development with at least 5 years of experience in C++ and Unix/Linux
• In depth knowledge of C++ multithreading is required
• Python familiarity preferred
• Experience working in financial markets, risk management and financial instruments
• Familiarity with market risk concepts including VaR, Greeks, scenario analysis and stress testing
• Proficiency on Git, Jenkins and CI/CD pipelines
• Excellent problem solving skills and strong mathematical and analytical mindset
• Ability to work in a fast paced financial environment