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C++ Developer (With Linux)
C++ Developer (With Linux)Luxoft • Gurgaon, Republic Of India, IN
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C++ Developer (With Linux)

C++ Developer (With Linux)

Luxoft • Gurgaon, Republic Of India, IN
22 hours ago
Job description

Project description

The Risk Engine Engineer role is in the counterparty credit risk (CCR) modelling and analytics team within R&C model development group. The candidate is joining our global team for the counterparty credit risk modelling covering all assets classes, and in particular, for FX and interest rate derivatives.

Responsibilities

  • New platform integration into existing risk and pricing systems.
  • Develop APIs and adapters for internal applications and data flows.
  • Implement and optimize risk calculations.
  • Ensure scalability and performance for large portfolios.
  • Build automated testing frameworks for model validation.
  • Collaborate with quantitative analysts and risk managers to align requirements.

Skills

Must have

  • Strong C++ expertise (C++11 / 14 / 17 or later), STL, Boost.
  • Strong expertise with Linux and Bash Shell.
  • Experience with Risk models such as ADCO, QuantLib, ORE etc.
  • Expertise in Python programming, including scripting, data manipulation, and familiarity with relevant libraries (e.G., NumPy, SciPy, Pandas for scientific computing, or specific frameworks depending on the domain)
  • Experience in using SWIG to generate Python bindings for C++ libraries.
  • Familiarity with Git, CMake, and build systems.
  • Integration experience with APIs, messaging systems, and databases.
  • Degree in Computer Science, Mathematics, Engineering, or related field.
  • Nice to have

  • Cloud deployment experience (AWS, Azure).
  • Knowledge of Adjoint Algorithmic Differentiation (AAD).
  • Prior experience in banking or financial risk systems.
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    Linux Developer • Gurgaon, Republic Of India, IN

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