Quant Developer - Market Risk

- Development and testing of VaR calculation for a market risk system in C++

- Fluent in C++17 and Boost performance optimisation and algorithms

- Able to engage in the full lifecycle of a project including coding of VaR methods, systems testing, integration with other IT systems, liaising with other groups and users on methodology queries/issues

- Excellent mathematical skills

- Solid knowledge of Linux, Sybase, Ms SQL Server and Docker/Kubernetes

- Experience with low level aspects of C++ and Linux such as performance and memory utilisation

- Solid financial and quantitative experience of either flow rates or credit

- Able to directly communicate with others from quant group or developers from technology group during bug/problem resolution

Good to Have - 

- Ability to work with Technical Support Team and users on 3rd line support issues

- Display behaviors in line with Our Standards