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C++ Developer

Bengaluru, KA
Job Code:
  • Banking & Finance
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Job Details

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 an experience of 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 are C++, shell scripting, DB2, Java and Perl. Prior experience with financial data will be an added advantage.QUALIFICATIONSSkills Required ? 3-6 years of experience in C++.? Object Oriented Programming? Scripting languages ? Perl/Shell as well as UNIX platform experience.? Database ? Ability to write SQLs? Understanding of SDLCSkills Desired? Java? Prior experience with financial products, particularly OTC Derivatives? Exposure to counterparty risk, margining, collateral or confirmation systemsPersonal AttributesIntegrity & ownership, good team player, ability to work under time and resource dependencies and constraints, ability to find simple and effective solutions, high degree of motivation to expand technical and business knowledge.Business AreaCounterparty Risk Systems calculate the Risk Analytics based on the current Positions held by the Firm and the Market Data. This includes the Firm?s Potential Exposure i.e. the potential credit risk that could be outstanding at some future time. The systems process OTC derivatives data, listed derivatives, futures, options, repos, stock loan, and other instruments that carry counterparty risk. The data generated by the Risk Systems is used by Fixed Income Division and Commodities CVA Desks for managing the counterparty risk(Hedging), Credit group to satisfy regulatory requirements, and Margining Systems to fulfill margining requirements.
Degree: MCA/ PGDCA | ME/ M.Tech./ MS (Engg/ Sciences)

Additional Degree: BE/ B.Tech (Engineering) | BCA (Computer Application)

Experience: 3-6


Database Administration (DBA) | Network Administration | Software Engineer | System Administration
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