“Local candidates only and This role requires that all successful applicants be fully vaccinated against COVID-19 as a condition of the engagement and provide proof of such vaccinations within 3 days of commencement of services.”

Description - External

Position involves development and support of global front-office global counterparty risk management system, CVA Trader, the primary tool for CVA trading desk to manage and hedge CVA (counterparty valuation adjustment). Successful candidate will participate in development of CVA / funding / PE analytics and various infrastructural projects including high-performance grid computing, I/O scaling, etc. Position involves opportunity to work with various financial derivatives models and interact with CVA strats on development and maintenance of existing product prices. Candidate should be able to handle full life-cycle of the project from requirements analysis to final implementation and rollout into production.

Description - Internal

Position involves development and support of global front-office global counterparty risk management system, CVA Trader, the primary tool for CVA trading desk to manage and hedge CVA (counterparty valuation adjustment). Successful candidate will participate in development of CVA / funding / PE analytics and various infrastructural projects including high-performance grid computing, I/O scaling, etc. Position involves opportunity to work with various financial derivatives models and interact with CVA starts on development and maintenance of existing product prices. Candidate should be able to handle full life-cycle of the project from requirements analysis to final implementation and rollout into production.

Qualifications - External Top-notch C++ skills with thorough knowledge of STL, boost, design patterns and multi-threaded programming. Familiarity with one of the major databases: Sybase, DB2, SQL Server and one of the leading scripting languages: Perl, Python, Scala. Candidate has to be comfortable programming in Linux environment and be familiar with ksh or bash.

Familiarity with pricing of financial derivatives products is desired.

Qualifications - Internal Top-notch C++ skills with thorough knowledge of STL, boost, design patterns and multi-threaded programming. Familiarity with one of the major databases: Sybase, DB2, SQL Server and one of the leading scripting languages: Perl, Python, Scala. Candidate has to be comfortable programming in Linux environment and be familiar with ksh or bash.

Familiarity with pricing of financial derivatives products is desired.