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

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