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C++ Developer

Location New York, United States
Posted 22-August-2021
Job Description - C++ Developer

Department overview:

The Risk Technology teams provides services to support the business functions of Risk Management and Risk Analytics. Working in Risk Technology gives a great opportunity, not only to develop innovative and challenging software solutions, but also to get an excellent understanding of all businesses and products.

Successful candidates will report to the Technology Department, but will work very closely with other local and global Risk Analysts, as well as other front- and middle-office staff. Therefore, good communication skills, as well as an interest in the Risk Management and trading activities of the firm, are would be an advantage for this position.

Skills, experience, qualifications and knowledge required:
Computing or other numerate undergraduate degree Strong C++ skills Good Understanding of Credit Risk Concepts - Credit Exposure, Expected Exposure(EEPE/EENE), JTD, Counterparty Risk, Collateral Management, XVA, CDS, CDO, CLO, CCAR Understanding of Monte-Carlo Simulated Markets, IR Market Models, Bootstrapping of Credit Spreads, Copula(Multi-Variate Probability Distribution), Quantitative Financial Modelling, Optimization Techniques

Skills, experience, qualifications and knowledge preferred:
Experience using boost Financial experience; Derivatives pricing knowledge ideal

Awards & Accolades for MyTechLogy
Winner of
Top 100 Asia
Finalist at SiTF Awards 2014 under the category Best Social & Community Product
Finalist at HR Vendor of the Year 2015 Awards under the category Best Learning Management System
Finalist at HR Vendor of the Year 2015 Awards under the category Best Talent Management Software
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