Quantitative C++ Developer

Currently, for one of our partners, a British banking and insurance holding company that operates a wide variety of banking brands offering personal and business banking, private banking, insurance and corporate finance and serves over 24 million customers in the United Kingdom, Europe, the Middle East, the Americas and Asia, we are looking for a Quantitative C++ Developer.

Information about the position:
  •        Implementation of VaR calculation methods for different asset classes
  •        Development of the Market Risk systems and Market Risk module in shared analytics framework
  •        Migration of existing Market Risk systems to cloud infrastructure (containerization)
  •        Active contribution to the team on design, architecture choices, performance optimizations
  •        Full participation in all stages of the project: design, prototype, development, unit testing, integration testing, UAT, delivery to             production, post go-live enquiries.
  •        Diagnosing and debugging of issues raised in UAT and production environments
  •        Integration of SAF MR module with other parts of Shared Analytics Framework Integration of Market Risk systems
  •        Working in partnership with the rest of Market Risk group, Methodology Quants and Counterparty Credit Risk group
  •        Prompt response to our internal clients, timely delivery of assigned work items, providing high quality and fully tested code  
  •        Proactive identification and effective management and/or escalation of conduct risk to deliver key customer outcomes. 
  •        Establish and maintain risk assessments to identify and assess the material risks that arise in their area of responsibility 
  •        Comply with relevant Group Policies, testing and certifying the adequacy and effectiveness of their controls on a regular basis 
  •        Establish and document operating procedures which include relevant controls to meet Group and local policy requirements 
  •        Establish and own a governance structure for identifying and managing risk, and for defining and approving an appropriate Risk           Appetite
Job Requirements:
  •        University degree in the field of Computer science or similar
  •        Development and testing of VaR calculation for a market risk system in C++
  •        Fluent in C++ and Java performance optimization and algorithms
  •        Solid experience of developing micro services with Spring Boot
  •        Solid knowledge of Unix, SQL and Docker/Kubernetes/OpenShift
  •        Solid financial and quantitative experience of either flow rates or credit
  •        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
  •        Fluent English both verbal and written
  •        Able to directly communicate with others from quant group or developers from technology group during bug/problem resolution.
Information about the company: We are currently one of the largest IT service providers in Central and Eastern Europe with offices in Slovakia, Czech Republic, Bulgaria, Romania, Turkey and Poland. We employ over 800 qualified and experienced specialists from our state of the art delivery centers and technical training facilities. We are strategic partners with leading technology companies including: Cisco, Microsoft, Oracle, Avaya, IBM and HP to name a few. Soitron is also one of the very few Cisco Master Unified Communications accredited companies in Europe. More about us at www.soitron.com.