Bright minds,
sharp solutions

Luxoft is a global IT service provider of innovative technology solutions that delivers measurable business outcomes to multinational companies. Its offerings encompass strategic consulting, custom software development services, and digital solution engineering. Luxoft enables companies to compete by leveraging its multi-industry expertise in the financial services, automotive, communications, and healthcare & life sciences sectors. For more information, please visit the website.

Line of Business:

Financial Services

Position:

Senior C++ Developer

Project Description

As part of the Global Markets Risk IT team, we are looking for a C++ developer to work on an inhouse traded market risk system.
The Market Risk Engine comprises of VAR calculations, Trade valuation engine and the market data engine. The development team provides all the functionality in C++ to support the market risk.
As a developer you will work with developers in India and Sydney to meet the scrums deliverables.

Responsibilities

You will work with team members in multiple locations, technical business analysts, developers and business users to understand the requirements and develop/oversee the appropriate technical solution.
Designing and developing in C++ while maintaining and fixing features in the Market Risk Engine scrum
Continiously improve the codebase performance
Working on both production bug fixes as well as enhancements to existing applications
Build, deploy and implement release
Drive delivery in an agile delivery methodology

Skills

Essential
• 4+ years development experience in the required technology domain (C++)
• Experience in working in financial markets, in particular in Market Risk and Quants development
• Object oriented C++, Boost, XML
• GIT Source control
• Strong software engineer, distributed and concurrent programming, service oriented design
• SQL server, Oracle, stored procedures
• Sound oral and written communication skills
• Sound oral and written communication skills

Experience in Capital/Global Markets:
1. Financial products knowledge
a. Fixed Income - mandatory
b. Equities - mandatory
c. FX – mandatory
d. Others (Derivatives, esp. IRS, CDS) – nice-to-have (for Principal – mandatory)
2. Risk IT experience – mandatory
3. At least high level understanding of Market Risks:
a. Market Risks
b. Exposure
c. Greeks (Delta/Gamma/Theta/Rho

Language

  • English: Intermediate

Relocation package

If needed, we can help you with relocation process. Click here for more details:

Hot

WHERE
Bangalore
Work Type
C/C++
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