Quick overview
Job description
Developer - C++/Python. Ideally with C#. Front Office
Must have: Strong Python and C++
Desirable: C#, Financial Services experience, a mathematical background, exposure to XVA (CVA, DVA, FVA, KVA or MVA)
Our client is looking for a permanent Python/C++ Developer. You'll build and maintain a suite of XVA simulations, applications and tools, working closely with trading, research and operations teams across multiple regions.
You'll be:
- Building and maintaining applications and tools in Python and C++
- Turning business requirements into technical specifications
- Supporting in-house and vendor software used for daily analysis
- Troubleshooting production issues to meet SLAs
- Improving software performance and operational efficiency
- Working in an Agile team, mentoring other developers where needed
- Supporting occasional releases outside business hours
Required: Python, C++, system architecture and data processing, Agile/Scrum, degree in Computer Science or a similar subject
Desirable: C#, Financial Services experience, a mathematical background, XVA/credit risk knowledge, DevOps practices
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