Senior C++ Developer

Job description

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 of 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.

#LI-MS2

Your 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

Our requirements

• Very good knowledge of C++11/14 standard

• 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

• Knowledge of SQL language will be a plus

• Good math skills will be a plus

• Willingness to share the knowledge

• Good teamwork skills

Benefits

• Your professional career growth by matching your skills and plans with the suitable projects

• Work in modern environment with innovative technologies

• Attractive salary referring to your skills and experience

• Flexible working hours

• Company social events

• Private healthcare

• Multisport card

• For contractors – eligibility for up to 23 additional days

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