Overview

Front-office Credit Risk management technology group is seeking a C++ developer for pricing model implementation projects required to support and enhance mission critical Credit Risk data infrastructure, as well as to contribute to strategic initiatives.

This individual will work with strategists and modeling group to understand business requirements, architect technical solutions, and add/modify existing pricing models. This role requires an individual who has experience developing in large scale C++ applications. The current pricing engine is a cross-asset risk and valuation calculator performing around quadrillion calculations on a grid-based infrastructure. This person must be a quick learner, adept at managing relationships and prioritizing requests across a diverse set of clients.

Key technologies: C++, Shell scripting, DB2, Java, Perl. Prior experience with financial data will be an added advantage.

Responsibilities