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?
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
Maintenance and support
Very good knowledge and experience with C++, knowledge of C++11 will be a plus
Understanding of multithreading in C++ server side application
Very good knowledge of C++ Standard Library and STL
Knowledge of template metaprogramming
Knowledge of Boost libraries
Knowledge of Python programming language will be a plus
Knowledge about Linux server side environment and applications
Good application debugging and profiling skills
Good math skills will be a plus
Knowledge of SQL language will be a plus
Willingness to share the knowledge
Good teamwork skills
It is a system responsible for calculating Value at Risk. This value tells how much our client 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. The 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. The system consists of many components running on 60+ production, test and disaster recovery Red Hat servers. Components are written in C++, 800000+ lines of code at present.