C++ Risk Developer recruitment

About Citadel:

Established in 1990, Citadel is a leading global financial institution that provides asset management, investment banking, institutional sales trading, market making and fund administration services.  With over 1,200 employees globally, Citadel serves a diversified client base through its offices in the world’s major financial centers including Chicago, New York, London, Hong Kong and San Francisco. For more information, please visit www.citadelgroup.com.    

Since its founding in 1990, Citadel has grown into one of the world's most sophisticated alternative investment institutions. Our team of professionals allocates investment capital across a highly diversified set of proprietary investment strategies in nearly every major asset class. Through a combination of world-class talent and the use of advanced technology to support them, we relentlessly seek to initiate and capitalize on change in the global financial markets with the goal of remaining at the forefront of the industry. 

Duties and Responsibilities:

The role of Software Engineer / Senior Developer within the Risk Monitors group will work closely with members of business side Quantitative Research Financial Engineering teams as well as the broader Information Technology teams.  Key responsibilities will be to provide support and development of multi asset Risk Position/PL Management infrastructure within the Fundamental businesses.  You will utilize C++ / Object-Oriented Analysis, Design and Programming to develop robust, flexible frameworks.

Key job responsibilities include:

• Responsible for the design, development and deployment of new infrastructure components pertaining to a global, real time, cross asset Risk and Position/PL Management (inclusive of both proprietary and industry accepted risk models).

Real-time positions mgmt (pl, risk decomposition, performance attribution) across multiple asset classes and various usage patterns

Integration of both 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

Qualifications:

• 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 w/ 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

Personality characteristics:

• 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 results oriented

• Strong work ethic high degree of integrity

• Self starter and able to work with minimal supervision

Education:

• Bachelors of Science (Master Degree preferred) in engineering, computer science, or mathematics. 

Summary:

The successful candidate will be a self-starter who has demonstrated the ability to function independently in a fast-paced, dynamic, and demanding trading environment.  This person will be intellectually curious, intuitive, rigorous, trustworthy and have the highest ethical standards.  In addition, (s)he will be effective addressing a number of internal and external audiences in a professional manner.  This person will add value by working on a number of simultaneous projects with minimal supervision and exemplary follow-through.

**Unable to work with 3rd party candidates or agencies**