C++ Developer
Core
Develop and maintain mission-critical Credit Risk data infrastructure and pricing models for OTC derivatives, listed derivatives, futures, options, and repos.
Role type
Director-level C++ Software Engineer
Builds
Cross-asset risk and valuation calculators processing quadrillions of calculations on grid-based infrastructure
Domain
Financial Services / Counterparty Risk
Deliverable
production ML models
Required skills
C++, Object Oriented Programming, Shell scripting, SQL, UNIX platform experience, SDLC understanding
Preferred skills
Java, OTC Derivatives experience, Counterparty risk/margining/collateral systems knowledge
Technologies
C++, DB2, Java, Perl, Shell, UNIX
Responsibilities
Architect technical solutions for pricing model implementation, add/modify existing pricing models, work with strategists and modeling groups to understand business requirements, manage relationships across diverse clients
Seniority
Director, hands-on IC with strategic oversight