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C++ Developer
Ref No.: 18-05701
Location: New York, New York
Position Type:Contract
Pay Rate : $ 96.15 - 108.69 /Hour
The Market Risk Team develops software to measure and monitor market risk and capital for the firm's global portfolio. We are responsible to calculate the market risk of the firm. Based on the daily positional data, we run simulations to predict the amount of money the firm might potentially lose over different time horizons. Our clients include senior management, risk monitors, Market Risk research, traders and various regulators such as Client, SEC, EBA, ESMA, FCA and PRA. Market Risk team constantly updates its current suite of risk management tools, frameworks and processes or builds new ones in order to meet frequently changing business and regulatory landscape.

Project requirements:

Experienced C++ consultant for developing and supporting multi-tiered distributed Risk Engines, Services and Processes. We are looking for a highly motivated individual to design, implement, enhance, and support various aspects of Market Risk Engines, including key new deliverables. The position will involve understanding the requirements, design/development of server-side components, database design and/or working with big data technologies such as MPP based Greenplum analytical platform and Spark. Project work will span all phases of development from user interaction and requirements gathering to design and coding to performance testing, rollouts and production support. We are looking for a motivated self-starter who is also able to contribute and collaborate in a group setting. Senior Technical Consultant, C++As a hands-on C++ technologist in Market Risk IT, you will be responsible for designing/implementing changes to the existing applications and/or building new ones. 
Mandatory skills:
  • Hands-on C++ expertise 
  • Strong fundamentals in data structures and algorithms 
  • Experience in architecting/designing large-scale business critical systems 
  • Object oriented design and usage of commonly used design patterns 
  • Comfort in relational database modelling and querying. 
  • Ability to understand the domain and its data 
Nice to have:
  • Expertise in Core Java 
  • Multi-threading, collections, JVM, Garbage collection 
  • Exposure to Spring or similar framework, grasp of IOC concepts 
  • Exposure to big data technologies such as Spark 
  • Full stack developer 
  • Some exposure to UI technologies.