Description
I am urgently lookin for a skilled C++ Developer to join my clients project in Amsterdam. This is a long term contract with a major financial client.
Responsibilities
- Extend and develop the API's of the Equity derivatives pricing library to integrate functionality into the various IPA components (Derived Market Data, Trade Store, Engine, Risk Module)
- Develop features in IPA FRTB, EOD and risk reporting
Your profile
- a strong interest in the financial world
- experience with the design and implementation of API's, creating test platforms and optimising calculation architecture
- Sophis Risque Toolkit experience is a plus
- strong knowledge and experience with C++ (knowledge of Java is a plus)
- experience with high-performance computing is a plus
- a constructive attitude and is a team player
- the ability to work in a fast-moving, challenging environment, and is stress-resistant
If you are available, amend your latest CV today - Interviews soon.