C++ Developer – Credit / CVA – Tier One Global Investment Bank – USA – New York recruitment
A leading global investment bank is looking to take on an exceptionally strong C++ developer to participate in the development of CVA / FVA (Flat-Rate Value Adjustment) analytics and various infrastructural projects including high-performance grid computing, I/O scaling, etc.
The successful candidate will have the opportunity to work with various financial derivatives models and interact with CVA strategists on development and maintenance of existing product pricers.
Responsibilities for the C++ Developer – Credit / CVA – Tier One Global Investment Bank – New York
- Act as senior C++ developer
- A background in credit
- Knowledge of CVA is highly desirable
- Knowledge of C#
- Working with the traders in a fast-paced environment
The Person C++ Developer – Credit / CVA – Tier One Global Investment Bank – New York
- Exceptional C++ skills in a Linux environment
- A background in credit
- Desirable: Knowledge of CVA
Key Words: C++, Developer, Engineer, CVA, Credit Value Adjustment, FBA, Flat-Rate Value Adjustment, High Performance, Grid Computing, I/O Scaling, Pricing, Credit, I/O Scaling, Linux, Boost, STL, ksh, bsh, Perl, Python, C#, Java
Start Date: Immediately
Duration: 1 Year Contract (Two Year Project)
Rate: Circa $125 per Hour
Contact: Kavi Kumar
+44 (0)207 019 4105
contractjobs@selbyjennings.com