Back
Tier-1 brand and metro location increase applicant density, balanced by niche C++ derivatives specialization.
Role demands C++ quant/derivatives experience, limiting cross-industry transferability.
Explicit 7+ years C++ and finance/derivatives experience makes screening stringent.
Login to See Your Match Score
Create a free account or log in to unlock your CV match score across:
Develop and maintain large scale C++ software solutions supporting cross asset risk and valuation calculations in Front-office Credit Risk management.
Collaborate with strategists and modeling teams to understand business requirements, architect solutions, and enhance existing pricing models.
Manage and prioritize requests from diverse clients using technologies including C++, shell scripting, DB2, Java, and Perl.
7+ years experience in C++ development with strong Object Oriented Programming expertise.
Experience with scripting languages such as Perl, Python, or Shell and familiarity with UNIX platforms.
Ability to write SQL queries and understanding of software development life cycle (SDLC).
Experience with financial products, particularly OTC derivatives; exposure to counterparty risk, margining, collateral or confirmation systems.
Experienced in developing and maintaining high-performance, large-scale financial risk and valuation software systems.
Capable of engaging across functions including strategists and modeling groups to translate business needs into technical solutions.
Strong domain knowledge in financial products and risk management, demonstrating ability to operate in complex, technical financial technology environments.