A global Investment Bank is currently seeking a C++ Developer to join their global technology team in New York. This candidate will develop and support global front-office counterparty risk management system, CVA Trader, the primary tool for CVA trading desk to manage and hedge CVA, FVA and other VA types.
- 5+ Years experience programming in C++
- Strong analytical and problem solving skills
- Strong C++ 11/14 knowledge, boost libraries, design patterns and multi-threaded / multi-process programming.
- Familiarity with one of the major databases: Sybase, DB2, SQL Server and one of the leading scriptinglanguages: Perl, Python, Scala
- Experience programming in Linux and be familiar with ksh or bash
- Knowledge of Java/Scala is a plus