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C++ Quant Developer/Market Risk/VaR/FRTB

Posted on Feb 21, 2021 by Scope AT Limited

London, United Kingdom
IT
Immediate Start
Annual Salary
Full-Time


Top Consultancy is looking for a with strong Market Risk experience, based in City London with a top investment bank, permanent.

Experience

  • At least 8 years of development experience using C++/C+
  • Solid experience of C++ concepts like templates and C++ 11 standard Library
  • Past experience working with VaR modelling, scenario generation or/and backtesting is preferable.
  • 5y+ experience working as quant/quantitative developer in a large quant library within a major financial institutions, with Front Office or market risk focus;
  • exceptional C++, with strong capacity of abstraction and design skills;
  • strong knowledge of atleast one asset class
  • strong analytical and numerical skills, with desirable skills in statistical techniques used in the computation of VaR, expected shortfall etc.
  • fast learner who can quickly become autonomous and take projects forward;
  • dynamic attitude with an ability to easily switch from one project to the other as priorities might change along the way;
  • strong attention to detail as accuracy is of the essence in such a role
  • Strong written and verbal communication skills and ability to work in a team
  • Proficient in code versioning tools such as GIT, SVN etc.
  • Strong written and verbal communication skills and ability to work in a team
  • At least 8 years of development experience using C++/C+
  • Strong Experience in network programming, Multithreading/multiprocessing low latency development
  • Solid experience of C++ concepts like templates and C++ 11 standard Library
  • Proficient in code versioning tools such as GIT, SVN etc.

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Reference: 1103419332

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