As an integral part of the Risk Systems team, your role will involve developing key components for a next-generation Risk and P&L engine:

• Technical Expertise: Deliver clean, well-documented, thoroughly tested, and scalable code.
• Ownership: Ensure optimal performance and robust functionality of essential components within the new Risk and P&L engine.
• Collaboration: Work closely with team members to create high-performance pricing solutions covering a diverse range of physical and financial transactions.
• Architectural Insight: Integrate your work seamlessly into the broader system infrastructure, develop a deep understanding of the architecture, and provide valuable input as a counterpart to the Risk Architect.

Requirements

• Full proficiency in C++; familiarity with Python is a plus.
• Proven ability to design and implement code that meets complex requirements.
• Strong background in developing high-performance algorithms and grid-based computations.
• Advanced degree (Master's or Ph.D.) in computer science, applied mathematics, financial engineering, or a closely related field.
• A proactive mindset with a strong sense of accountability; capable of working both independently and within a team.
• Interest in understanding business contexts and user needs.
• Outstanding communication and interpersonal abilities.
• Fluency in English

Desirable Skills

• Significant experience with Risk and P&L engine development or usage.
• Familiarity with financial or commodities markets.
• Knowledge of system administration tools, such as cloud platforms, Redis, Kafka, CMake, or networking technologies.