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C Developer

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New York City, NY

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Description Our Client's CVA Technology team is looking for a C developer to work close to the CVA business and technology teams. The position involves development and support of global front-office counterparty risk management system, CVA Trader, the primary tool for CVA trading desk to manage and hedge CVA (counterparty valuation adjustment), FVA and other VA types. The successful candidate will participate in development of XVA \/ funding \/ PE analytics and various infrastructural projects including high-performance grid computing, I\/O scaling, etc. This is also an opportunity to work with various financial derivatives models, and interact with BRM strats on development and maintenance of existing product pricers, VAs, etc. Skills Required: Strong analytical and problem solving skills Strong C 11\/14 knowledge, boost libraries, design patterns and multi-threaded \/ multi-process programming. Familiarity with one of the major databases: Sybase, DB2, SQL Server and one of the leading scripting languages: Perl, Python, Scala Candidate has to be comfortable programming in Linux and be familiar with ksh or bash Knowledge of Java\/Scala is a plus

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