C++ Developer (with Linux)

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Chennai, India

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C/C++

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BCM Industry

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27/11/2025

Req. VR-119387

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Project description

The Risk Engine Engineer role is in the counterparty credit risk (CCR) modelling and analytics team within R&C model development group. The candidate is joining our global team for the counterparty credit risk modelling covering all assets classes, and in particular, for FX and interest rate derivatives.

Responsibilities
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New platform integration into existing risk and pricing systems.

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Develop APIs and adapters for internal applications and data flows.

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Implement and optimize risk calculations.

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Ensure scalability and performance for large portfolios.

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Build automated testing frameworks for model validation.

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Collaborate with quantitative analysts and risk managers to align requirements.

Skills

Must have

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Strong C++ expertise (C++11/14/17 or later), STL, Boost.

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Strong expertise with Linux and Bash Shell.

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Experience with Risk models such as ADCO, QuantLib, ORE etc.

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Expertise in Python programming, including scripting, data manipulation, and familiarity with relevant libraries (e.g., NumPy, SciPy, Pandas for scientific computing, or specific frameworks depending on the domain)

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Experience in using SWIG to generate Python bindings for C++ libraries.

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Familiarity with Git, CMake, and build systems.

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Integration experience with APIs, messaging systems, and databases.

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Degree in Computer Science, Mathematics, Engineering, or related field.

Nice to have

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Cloud deployment experience (AWS, Azure).

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Knowledge of Adjoint Algorithmic Differentiation (AAD).

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Prior experience in banking or financial risk systems.

Other
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Languages

English: C1 Advanced

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Seniority

Senior

Chennai, India

Req. VR-119387

Empty

C/C++

BCM Industry

27/11/2025

Req. VR-119387

Apply for C++ Developer (with Linux) in Chennai

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