C++ Developer Counterparty Risk Management CVA Banking

Development

Posted: 18/11/2016

  • Salary: GBP 550 per day - GBP 650 per day
  • Location: London
  • Job type: Contract
  • Reference: 134968
 

C plus plus Developer Counterparty Risk Management CVA Banking

Leading Investment Bank seeks bright C plus plus software engineer to join its global Front Office global counterparty risk management system which is responsible for managing and hedging the counterparty valuation adjustment. The successful candidate will have the opportunity to work with various financial derivatives models and interact with CVA strats on development and maintenance of existing product pricers. The successful candidate will have exceptional C plus plus development skills and be be able to handle full life-cycle of the project from requirements analysis to final implementation and rollout into production.

The successful candidate can look to receive between £550 - £650pd

Skills, experience and qualifications required:

  • C plus plus development skills ideally with C plus plus 11
  • The ability to handle the full development lifecycle
  • Knowledge of Boost libraries
  • Knowledge of scripting languages including Python/Scala/Perl
  • Java development is experience is desirable
  • Previous experience working on a Risk Management system is highly desirable

McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.