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C++/Python Developer - Market Risk Systems
Ref No.: 18-07012
Location: Radnor, Pennsylvania
This position is responsible for the development, improvement and support of the VA/FIA hedge system, and projection system which simulate both risk-neutral and real-world metrics. This position will also provide forward-looking analysis, research alternative hedging solutions, and play critical role in a wide-range of strategically important risk systems development initiatives.


Responsibilities

Technical Knowledge
  • Analyzes, designs, codes and tests solutions for systems of moderate to high complexity, including distributed and grid computing platforms.
  • Analyzes systems specifications of existing programs to determine requirements.
  • Documents programs and procedures.
  • Creates technical specifications from business requirements/business specifications for moderate complexity projects.
  • Participates in the requirements, design and coding walkthroughs to ensure the development of quality solutions.
  • Provides input to appropriate project team members/internal stakeholders regarding project plans, test plans and implementation plans. Defines detailed development tasks, task dependencies and estimates to complete work.
  • Prepares and/or generates test data. Test program changes thoroughly to ensure accuracy.
  • Maintains and expands business knowledge of the financial services industry, along with technical knowledge and trends within information technology industry
  • Works with mathematical concepts such as averages and/or variances and applies concepts such as probability, statistics, modeling, percentages, ratios, and proportions to practical solutions.
  • Ability to evaluate information and the implications of a course of action or solution.
  • Ability to interpret and apply common sense understanding to carry out a variety of instructions furnished in written, oral, or diagram form.
  • Ability to solve problems and deal with a variety of concrete variables in situations where only limited standardization.
  • Investigates and resolves problems including providing support for production systems in a timely manner.
  • Proactively identifies problems and presents/develops solutions.
  • Communicates effectively with internal stakeholders and management.
  • Ensures that system improvements are successfully implemented
  • Supports, applies and adheres to standards and processes, including change management and project management methodology.
Requirements:

Education:
  • 4 Year/Bachelor's Degree in Computer Science or quantitative field (e.g. physics, mathematics, finance, statistics, actuarial science, engineering) or equivalent work experience (4 years of experience in lieu of Bachelors)
Minimum Experience (current used within last 5 years)
  • 3-5 years of experience in risk management or related financial field including demonstrated solid experience and understanding of risk management practices and processes that directly aligns with the specific responsibilities for this position
  • Minimum 3 years of experience in C++ using object oriented programming, and design patterns.
  • Minimum 2 years of experience using data structures, implementing algorithms and multithreading.
  • Knowledge of financial modeling and ability to translate advanced mathematics into C++
  • Experience using advance C++ libraries such as boost
  • Minimum 2 years of experience in Python for OO and procedural solutions
  • Proficiency with both Linux and Windows operating system
  • Good understanding of SDLC
  • A demonstrated track record of consistently meeting and/or exceeding performance expectations
  • Strong written and verbal communication skills
  • Ability to read, analyze and interpret both internal and external documents such as general media/publications, professional journals, technical procedures, governmental regulations, policies, proposals, and standard operating procedures

Recommended
  • Knowledge of relational databases
  • Experience with C++ is preferred. #LI
  • Experience developing SOA solutions
  • Professional experience working with variable annuities
  • Knowledge of GPU/CUDA programming
  • Knowledge of MPI