Senior C++ Developer
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?
Senior C++ Developer
Miejsce pracy: London
Nr Ref.: VR-11611
Responsibilites
- Engage with business clients to clarify and understand the business requirements
- Engage with relevant IT staff and clients to deliver solutions
- Understand and convert requirements into high quality solutions within the risk application.
- Ensure timely delivery of implementation and testing in line with project milestones.
- High level design and technical specifications
- Report regular progress to the Project Manager
Additional duties:
- Learn and understand the technical landscape of the systems
- Perform ad-hoc investigations on the systems to answer questions arising during all development phases and broaden self-understanding
- Act as SME for post-implementation support of changes.
- Work in accordance with internal project policies and standards
Requirements
Essential:
- Comprehensive knowledge of C++ (including STL), and at least 5 years' solid experience of software development using these.
- Exposure to large database systems, preferably on Oracle
- Experience of working on large enterprise systems, processing large data volumes, e.g. multi-threaded / multi-tier architecture
- Experience of Unix and shell scripts
- Experience in design methodologies (UML, Component Design Tools, etc.)
- Ability to work at a fast pace in a team and adapt style to ensure the project is successful
- Ability to understand problems and drive solutions without complete specifications
- Ability to work within complex legacy code base
Nice to have:
- Detailed understanding of Financial products and Risk Management, including statistical and quantitative methods
- Experience of working on large projects / complex systems
- Experience of ETL technologies. Data transformation, normalisation and enrichment
- A degree in a numerate discipline ( e.g. Maths, Physics, Engineering, Computer Science)
- Exposure to caching, aggregation, map-reduce technologies
- Data modelling expertise
- Experience of CORBA,SQL,TAO
We offer
The team delivers market risk capital calculation capabilities to meet current regulatory requirements. It creates a robust infrastructure to implement changes required to banking risk framework for the various components/areas identified to date, amongst others:
- Calculation Eligibility (Framework, Trading Book Boundary, Risk Based PnL, Backtesting, Leverage Ratio, Market Data Modellability).
- Capital Calculations (Capital Aggregation, Internal Models, Non-modellable, Standard Rules, IDR).
- Review of Internal Models Approach.
- Intraday Risk Management.
- Regulatory Reporting.