C++ Developer

Job type:
on-site
Start:
ASAP
Duration:
12 months
From:
LCA Consulting Services
Place:
County Antrim
Date:
05/02/2017
Country:
flag_no United Kingdom
project ID:
1334951

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C++ Developer

My client requires an experienced C++ Developer to join their project.

You will have hands on C++ coding experience in Low latency Multithreading ie STL, Unix based and Linux based code development.

Also he was very specific about prior Investment Banking knowledge being a must as the Equities Front Office environment is critical and fast paced.

KEY RESPONSIBILITIES:

  • Participate in the major corporate initiative of the Fundamental Review of Trading Book. This effort extends our Value at Risk system with capabilities from advanced high order risk to the use of full evaluation analytics on top of existing corporate-wide trade coverage.

  • Architect, Design and develop distributed quantitative analytics software and risk simulation models for Credit, Market and Wholesale Risk

  • Introduce advanced technologies to the teams as needed.

  • Provide end-to-end model validation and application platform integration testing

  • Implement new regulatory analytics requirements

  • Provide support to Risk Analytics for analysing numerical problems

  • Maintain up-to-date understanding of the project and communicate, at a variety of levels, the activities, risks, issues, assumptions, dependencies of the project

  • Manage multiple tasks effectively and independently to meet deadlines

QUALIFICATIONS

  • Advanced degree in Computer Science, Electrical Engineering or quantitative field such as Math, Statistics

  • 12+ years of hands-on software development experience - preferably in C++

  • C++ design and development skills with thorough understanding of STL, design patterns, multi-threading and software development paradigms in Windows and Unix environment.

  • Focus on high-performance computing, distributed architecture, framework development

  • Relevant experience building high throughput VaR and/or pricing engines

  • Conversant with build, deployment and debugging processes

  • Proven analytical and problem solving skills

  • Must be able to communicate and interact effectively with clients, project manager and IT stakeholders

  • Experience working on a variety of technologies

  • Experience with Java Server Side programming and Databases a plus.

  • Must be well organized and able to meet stakeholder delivery commitments

  • Strong verbal and written English required