Description
C++ C# Python Developer - Derivatives Exotics Risk Pricing
We are currently recruiting for a C++ C# Python Risk & pricing developer.
Technical skills:-
C++, C#, Python, XML, STL Boost, SQL, Oracle, Distributed Computing. Business knowledge of financial products: FRA's, Derivatives (Vanilla) & Exotics. Ideally an individual who is an experienced Risk developer, on complex distributed systems.
Developing & supporting the Risk & PnL systems for the Fixed Income business (excluding credit). This covers the analytics & distributed grid computation solutions as well as presentation across a wide range of asset classes in FX and Rates (both vanilla and exotics). The team's role primarily involves working on the design & implementation of all aspects of analytics & risk generation for flow rates products, standalone and as part of an integrated Flow Risk stack. The candidate is expected to quickly assimilate a sizeable library of code, integrate new features and assist with general maintenance and bug fixing. The role also involves some investigative support into production issues, and response to queries about the system usage from desk side business support and other application development teams.