C++ Technical Lead – (Risk Portfolio Construction Group) recruitment
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.
Duties and Responsibilities:
The role of Technical Lead within the Risk Portfolio Construction Group will work closely with members of the business, quantitative research and financial engineering teams as well as the broader IT / FE/ QR teams. Key responsibilities will be to provide technical leadership and direction in the development and ongoing support of the firm wide multi asset Risk Management infrastructure.
Key job responsibilities include:
- The technical lead will work with the project stream manager to balance tactical and strategic initiatives
- Responsible for the design, and management of the deployment of new infrastructure components pertaining to a global cross asset Risk Management (inclusive of both proprietary and external vendor systems ).
- Responsible for managing the ongoing project lifecycle for implementations requested by the risk management and QR teams, this includes project planning resourcing, as well as managing operational support and release cycles.
- Responsible for selection of underlying technologies, patterns and frameworks
- Responsible for maintaining service level agreements with downstream dependencies across the organization.
- Enhance and extend the risk computation analytics libraries and processes utilized in portfolio construction
- Facilitate communication and collaboration with Quantitative Research, Financial Engineering and peer technology teams
- Provide application support to the global risk management and QR teams
- Responsible for the entire code base. Will take lead in the delegation of work plus provide technical direction, but will also be hands on with deliverables and in coding key modules of the system.
Qualifications :
- Solid understanding of Object-Oriented Analysis and Design fundamentals
- Solid understanding of Software Development Life Cycle steps
- 5 years experience in C++ in a Unix/Linux and Windows (Visual Studio) environment
- Strong written and verbal communication skills
- Solid skills in Python. Perl, SQL, scripting languages. Sybase experience is a plus
- Knowledge of financial products, valuation methods, as well as risk methodologies
- Knowledge of external risk vendor platforms ( RiskMetrics, Barra, etc. )
Personality characteristics:
- Passion for solving investment business problems through the use of technology
- 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**
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