Description
C++ / Risk / Contract / London / £500-£600pdMy client a top tier investment bank is looking for a C++ Developer with significant experience who has worked across multiple projects and systems preferably in banking. They should have experience working on multiple large complex projects working in a Risk environment.
What the role will entail:
The candidate will participate in the design of a new project. The candidate will be developing several of the components like the Back Testing portfolio definition tool, RWA allocation application, changes of the marginal models, application to store riskfactor Monte-Carlo simulation paths, wrapper around Quantitative Analytics statistical analysis library for Back Testing, model mapping changes for UTRs, RWA what-if analysis tool, etc.
The candidate will analyse the most common Valuation Model exceptions.
Successful candidates will have the following experience:
- Strong Algorithmic knowledge
- Distributed System knowledge
- Services experience of development in large teams on large and complex systems.
- Expertise in C++ and SQL server.
- Knowledge of pricing of derivative trades
- Experience of delivery for Credit Risk engines across the full lifecycle
If you're interested in this position on a contract basis then please email me your CV.
C++ / Risk / Contract / London / £500-£600pd
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