C++ Developer
Full-time
Citi
Market Risk Technology is looking for an experienced individual to work on a VaR Calculation engine. Successful candidate will be highly motivated, embrace hands on development using modern C++ and exhibit a keen understanding of market risk management. Excellent communication skills are a must. Knowledge of financial products, Greeks and Market Risk are highly desirable. Key responsibilities
Develop calculation and interface components in C++, STL, Boost
Maintain and improve resource scheduling, data caching, and application performance
Design and implement computing solutions for risk modeling , pricing and regulatory compliance
Maintain high code quality through testing , CI/CD pipelines and version control (Git, Jenkins)
Qualifications and Skills
5-8 years of experience in software development with at least 5 years of experience in C++ and Unix/Linux
In depth knowledge of C++ multithreading is required
Python familiarity preferred
Experience working in financial markets , risk management and financial instruments
Familiarity with market risk concepts including VaR, Greeks, scenario analysis and stress testing
Proficiency on Git, Jenkins and CI/CD pipelines
Excellent problem solving skills and strong mathematical and analytical mindset
Ability to work in a fast paced financial environment
Develop calculation and interface components in C++, STL, Boost
Maintain and improve resource scheduling, data caching, and application performance
Design and implement computing solutions for risk modeling , pricing and regulatory compliance
Maintain high code quality through testing , CI/CD pipelines and version control (Git, Jenkins)
5-8 years of experience in software development with at least 5 years of experience in C++ and Unix/Linux
In depth knowledge of C++ multithreading is required
Python familiarity preferred
Experience working in financial markets , risk management and financial instruments
Familiarity with market risk concepts including VaR, Greeks, scenario analysis and stress testing
Proficiency on Git, Jenkins and CI/CD pipelines
Excellent problem solving skills and strong mathematical and analytical mindset
Ability to work in a fast paced financial environment
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Job Family Group:
Technology------------------------------------------------------
Job Family:
Applications Development------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review
View Citi’s EEO Policy Statement and the Know Your Rights poster.Vacancy posted 6 hours ago
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