C++ Developer (Hybrid)
Morgan Stanley · Montreal
Full-time Posted 3 days ago
About this role
Front-office Credit Risk management technology group is seeking a C++ developer for pricing model implementation projects required to support and enhance mission critical Credit Risk data infrastructure, as well as to contribute to strategic initiatives. This individual will work with strategists and modeling group to understand business requirements, architect technical solutions, and add/modify existing pricing models. This role requires an individual who has an experience of developing in large scale C++ applications
The current pricing engine is a cross-asset risk and valuation calculator performing around quadrillion calculations on a grid-based infrastructure. This person must be a quick learner, adept at managing relationships and prioritizing requests across a diverse set of clients. Key technologies are C++, Shell scripting, DB2, Java and Perl
Prior experience with financial data will be an added advantage. Skills Required: * 2-5 years of experience in C++ * Object Oriented Programming (OOP) * Scripting languages – Perl/Python/Shell as well as UNIX platform experience. * Database - Ability to write SQLs * Understanding of SDLC Skills Desired: * Java * Prior experience with financial products, particularly OTC Derivatives * Exposure to counterparty risk, margining, collateral or confirmation systems Personal Attributes: Integrity & ownership, good team player, ability to work under time and resource dependencies and constraints, ability to find simple and effective solutions, high degree of motivation to expand technical and business knowledge
Business Area: Counterparty Risk Systems calculate the Risk Analytics based on the current Positions held by the Firm and the Market Data. This includes the Firm’s Potential Exposure i.e. the potential credit risk that could be outstanding at some future time
The systems process OTC derivatives data, listed derivatives, futures, options, repos, stock loan, and other instruments that carr
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