Senior C++ Developer

The Mars (Market Risk Systems) is the market risk reporting system, which primarily calculates Value at Risk (VaR) and other calculation methods such as P&L Strips, IRC, IDRC, Risk based P&L, Scenario P&L etc. The reporting system is used by the Strategic Risk Managers (SRMs) and by the users of Risk Analytics and Reporting (RAR) for the management of Market Risk and for Regulatory Reporting such as FINMA and FSA. Primary responsibility will be development and maintain a Mars system including adding a new risk types and new calculatons

Primary responsibility will be adding new functionality to the system. Undertake implementation of assigned functional change requests for active projects.

• Adhere to GSDP by following the SDLC+ methodology.
• Produce the following SDLC+ project documents where required: Requirements Review, Functional Specification, Technical Design Specification, Design Review Minutes, Test Cases and Data.
• Comply with the release management process: source code control, RFC tickets for production release, database changes to production.
• Support SRM in their daily processing and analysis by ensuring that the applications are available and functioning correctly.
• Ensure that there is a prompt response to level 3 support requests.
• When on level 3 support duty, ensure that all open issues are being actively addressed, by the owners, and keep the issue log up to date.
• Minimize access to the production system and provide break glass justification when access is required

• Object Oriented Programing C++
• Understanding of multithreading in C++ server side application
• Very good understanding of template metaprogramming language
• good math skills required, interest in risk measurement will be a pros
• knowledge of the C++11
• knowledge about boost libraries
• knowledge about Linux server side environment and applications
• understanding of the SQL language

Luxoft is an emerging global leader in high-end software application development.

Luxoft is the leading IT outsourcing provider in Eastern Europe, while continuing to expand globally. With over 7000 employees, Luxoft provides world-class innovation and added value to its clients through flexible delivery models, the world's best IT talent pool, low attrition rates, best-of-breed processes and highest security and quality standards.