Description
The contract is with a large industrial organisation in Brussels as follows:- Competence Minimum Level
experience and especially strong interest in developing C/C++ Confirmed
strong interest in finance and financial modelling Confirmed experience in software design/architecture Confirmed analytical and problem solving skills Advanced
Additional Competences
Skill set: experience and especially strong interest in developing C/C++; strong interest in finance and financial modelling; experience in software design/architecture; analytical and problem solving skills; fluent in English, (French and/or Dutch
would be a plus); experience with multi-threading and multi-processing; experience with Oracle and the OCI in particular; experience with Linux.
Project or Service Goals
Mission:
Analyze, design and implement new functionalities as requested by the business. Risk
analysts and portfolio managers rely on this application to get a clear view on the portfolio.Therefore the application is in constant evolution to handle new types of products and provide new risk analysis methods.
Improve performance, transparency and reliability of the risk system. Given the size of the portfolio, the application relies on High-Performance Computing (HPC) techniques to analyze the portfolio in a timely manner.