C++ Developer 3201604

C++ Developer 3201604

Date: Feb 23, 2022
Location : Montréal (Québec)

 

Description

We offer:

  • To work with some of the best professionals in the business - for a firm that values individual intellect as much as teamwork
  • State-of-the-art offices that are designed to maximize collaboration
  • Flexible working arrangements
  • Enriching challenges that provide opportunity for constant learning and advancement
  • An environment which is leveraging technology to its highest potential

 

Team Profile:

Institutional Securities Technology (IST) develops and oversees the overall technology strategy and bespoke technology solutions to drive and enable the institutional businesses and enterprise-wide functions. Our clients include Fixed Income, Equities, Commodities, Investment Banking, Research and Global Capital Markets.

 

Our India technology teams are based in Mumbai and Bengaluru. We have built strong techno- functional teams which partner with our offices globally taking global ownership of systems and products. We have a vibrant and diverse mix of technologists working on different technologies and functional domains. There is a large focus on innovation, inclusion, giving back to the community and sharing knowledge.

 

Position Description:

Counterparty Risk Systems calculate the Risk Analytics based on the current Positions held by the Firm and the Market Data. This includes the Firms Potential Exposure i.e. the potential credit risk that could be outstanding at some future time. The systems process OTC derivatives data, listed derivatives, futures, options, repos, stock loan, and other instruments that carry counterparty risk. The data generated by the Risk Systems is used by Fixed Income Division and Commodities CVA Desks for managing the counterparty risk (Hedging), Credit group to satisfy regulatory requirements, and Margining Systems to fulfill margining requirements.

 

Job Responsibilities:

Front-office Credit Risk management technology group is seeking a C++ developer for pricing model implementation projects required to support and enhance mission critical Credit Risk data infrastructure, as well as to contribute to strategic initiatives. This individual will work with strategists and modeling group to understand business requirements, architect technical solutions, and add/modify existing pricing models. This role requires an individual who has an experience of developing in large scale C++ applications. The current pricing engine is a cross asset risk and valuation calculator performing around quadrillion calculations on a grid-based infrastructure. This person must be a quick learner, adept at managing relationships and prioritizing requests across a diverse set of clients. Key technologies are C++, shell scripting, DB2, Java and Perl. Prior experience with financial data will be an added advantage.


Qualifications

Required Skills:

  • 4 -7 years of experience in C++.
  • Object Oriented Programming
  • Must have experience with at least 2 of the following: Perl/Python/Shell, SQL, and UNIX platform experience.
  • Understanding of SDLC
  • Integrity & ownership, good team player, ability to work under time and resource dependencies and constraints, ability to find simple and effective solutions, high degree of motivation to expand technical and business knowledge
  • Strong academic record with Bachelor's level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline

 

Desired Skills:

  • Java
  • Prior experience with financial products, particularly OTC Derivatives
  • Exposure to counterparty risk, margining, collateral or confirmation systems
 

All our positions are located in Montreal, Quebec.

Knowledge of French and English is required.

Apply for this job

Our advisory for this position

Charlotte Teulet

HR Advisor and Talent Finder

Our
clients
need you.
Apply today