VP - C++ Developer

New York, NY

Post Date: 01/06/2017 Job ID: 9352867 Industry: IT Perm
This group is responsible for developing enterprise applications for a diverse set of businesses including Fixed Income, Equities, Commodities, Investment Banking, Research, and Global Capital Markets. In addition, ICT provides technology solutions for client-aligned groups and company-wide divisions, such as Finance and Operations, post-trade functions within the Institutional Securities Group and standardized data and enterprise-wide services to provide leverage to the Firm's businesses.

Position Description
Position involves development and support of global front-office counterparty risk management system, CVA Trader, the primary tool for CVA trading desk to manage andf hedge CVA (counterparty valuation adjustment). Successful candidate will participate in development of CVA / funding /PE analytics and various infrastructural projects including high-performance grid computing, I/O scaling, etc. Position involves opportunity to work with various financial derivatives models and interact with CVA strats on development and maintenance of existing product pricers. Candidate should be able to handle full life-cycle of the project from requirements analysis to final implementation and rollout into production. Qualifications
  • Top-notch C++ skills with thorough knowledge of STL, boost, design patterns and multi-threaded programming.
  • Familiarity with one of the major databases: Sybase, DB2, SQL Server and one of the leading scripting languages: Perl, Python, Scala.
  • Candidate has to be comfortable programming in Linux environment and be familiar with ksh or bash, needs to have a good understanding of SOA architecture,
  • Candidate needs to have prior experience working for financial institutions on analytics projects.

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