C++ Developer (with Linux) @ Luxoft

Job Description

• The Risk Engine Engineer role is in the counterparty credit risk (CCR) modelling and analytics team within R&C model development group. The candidate is joining our global team for the counterparty credit risk modelling covering all assets classes, and in particular, for FX and interest rate derivatives.
• Responsibilities
• New platform integration into existing risk and pricing systems.
• Develop APIs and adapters for internal applications and data flows.
• Implement and optimize risk calculations.
• Ensure scalability and performance for large portfolios.
• Build automated testing frameworks for model validation.
• Collaborate with quantitative analysts and risk managers to align requirements.

• Strong C++ expertise (C++11/14/17 or later), STL, Boost.
• Strong expertise with Linux and Bash Shell.
• Experience with Risk models such as ADCO, QuantLib, ORE etc.
• Expertise in Python programming, including scripting, data manipulation, and familiarity with relevant libraries (e.g., NumPy, SciPy, Pandas for scientific computing, or specific frameworks depending on the domain)
• Experience in using SWIG to generate Python bindings for C++ libraries.
• Familiarity with Git, CMake, and build systems.
• Integration experience with APIs, messaging systems, and databases.
• Degree in Computer Science, Mathematics, Engineering, or related field.

• Cloud deployment experience (AWS, Azure).
• Knowledge of Adjoint Algorithmic Differentiation (AAD).
• Prior experience in banking or financial risk systems.

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Rs 0 - 50K PM Rs 50K - 1 LPA Rs 1.0 - 1.5 LPA Rs 1.5 - 2.0 LPA Rs 2.0 - 2.5 LPA Rs 2.5 - 3.0 LPA Rs 3.0 - 3.5 LPA Rs 3.5 - 4.0 LPA Rs 4.0 - 4.5 LPA Rs 4.5 - 5.0 LPA Rs 5 - 6 LPA Rs 6 - 7 LPA Rs 7 - 8 LPA Rs 8 - 9 LPA Rs 9 - 10 LPA Rs 10 - 12 LPA Rs 12 - 14 LPA Rs 14 - 16 LPA Rs 16 - 18 LPA Rs 18 - 20 LPA Rs 20 - 22 LPA Rs 22 - 24 LPA Rs 24 - 26 LPA Rs 26 - 28 LPA Rs 28 - 30 LPA Rs 30 - 32 LPA Rs 32 - 34 LPA Rs 34 - 36 LPA Rs 36 - 38 LPA Rs 38 - 40 LPA Rs 40 - 42 LPA Rs 42 - 44 LPA Rs 44 - 46 LPA Rs 46 - 48 LPA Rs 48 - 50 LPA Rs 50 - 75 LPA Rs 75 Lakh - 1C PA Rs 1 Crore+ PA

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Keyskills:   linux scipy python c scientific computing credit risk messaging systems mathematics numpy banking pandas analytics cloud scripting r git testing frameworks apis shell bash aws programming python programming azure