C++ Risk Developer: Full-time, Direct-hire Chicago, IL
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Work closely with members of Quantitative Research & Financial Engineering teams as well as Information Technology teams. Key responsibilities will be to provide support and development of multi asset Risk & Position/P&L Management infrastructure. You will utilize C++/Object-Oriented Analysis, Design and Programming to develop robust, flexible frameworks.
• Responsible for the design, development and deployment of new infrastructure components pertaining to a global, real time, cross asset Risk and Position/P&L Management system that includes both proprietary and industry accepted risk models. These are real-time positions (P&L, risk decomposition, performance attribution) across multiple asset classes and various usage patterns. The system integrates internal proprietary risk models as well as independent 3rd party risk lib/package plug-ins.
• Responsible for the design, development and deployment of new infrastructure components utilized for multi asset custom index creation and pricing.
• Enhance and extend the risk computation analytics library utilized in portfolio construction & pre trade processes.
• Facilitate communication and collaboration with Quantitative Research, Financial Engineering and peer technology teams.
• Provide application support to multiple Fundamental businesses globally.
• Solid understanding of Object-Oriented Analysis and Design fundamentals, UML a plus.
• Solid understanding of Software Development Life Cycle steps.
• 5 years experience in C++ in a UNIX/Linux and Windows (Visual Studio) environment.
• 5 years experience in multi-threaded and real time programming of trading applications.
• Strong written and verbal communication skills.
• Solid skills in Perl, SQL, scripting languages.
• Sybase experience is a plus.
• Knowledge of financial products and valuation methods is a plus, experience with risk & FX preferred.
• Passion for solving investment business problems through the use of technology and fundamentals.
• Strong interpersonal and communication skills.
• Strong critical reasoning skills.
• Detail-oriented approach to solving problems.
• Enthusiasm for learning and results oriented.
• Strong work ethic and high degree of integrity.
• Self starter and able to work with minimal supervision.