C++ Quant Modeler
Posted on Jan 14, 2021 by Scope AT Limited
C++, Quant, Developer, Modeler, CVA, FRTB, IBOR, Banking.
Experience needed - 6-8 years.
A banking client of ours is looking for a Quant Modeler with C++ as their main skill set. The main purpose for this role will be to support and develop the tools used to meet all "market Risk CVA, FRTB and IBOR transition requirements. You will also be asked to support and develop all infrastructure components and develop technical solutions as required.
- At least 8 years of development experience using C++/C+
- Solid experience of C++ concepts like templates and C++ 11 standard Library
- Excellent knowledge of Pricing concepts.
- Past experience working with VaR modelling, scenario generation or/and backtesting is preferable.
- 5y+ experience working as quant/quantitative developer in a large quant library within a major financial institutions, with Front Office or market risk focus;
- exceptional C++, with strong capacity of abstraction and design skills;
- strong knowledge of atleast one asset class
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