Luxoft is a global leader in high-end software development.
Luxoft is looking for talents with a passion for technology & ready to create original solutions. Once on board, you are invited to expand your knowledge & skills, offering you a continuous learning experience helping you stretch your potential.
So if you’re enthusiastic by the idea of accessing cutting edge technology & innovation to make an impact, why don't you join us?
Key Responsibilities
- Technical and functional C++ development of new requirements
- Development of new risk types and method of calculation
- Adding new functionalities to the set of multi-layer Market Risk System components
- Implementing functional changes
- Writing unit tests
- Designing and implementing changes improving system stability and performance
- Refactoring
Essentials Skills and Qualifications:
- Very good knowledge of C++11/14 standard (5+ years of experience)
- Very good knowledge of STL or boost lib’s
- Good knowledge of multithreading
- Knowledge about Linux server side environment and applications
- Familiarized with a Design patterns
Desired Skills and Qualifications:
Knowledge of SQL language will be a plus
Good math skills will be a plus
Willingness to share the knowledge
Good teamwork skills
MaRS (Market Risk System) is a system responsible for calculating Value at Risk of the Bank. This value tells how much the Bank can lose during stock market crash, given current positions and history of price changes. Tens of thousands reports are calculated daily by various individuals - from traders to risk management managers. MaRS development team implements new risk models, calculation types and functionalities. The main goal is to make sure that newly added and existing calculations are performed timely and reliably. The main challenge is improving and refactoring existing functionality without impacting the outcome