C++ DEVELOPER- HEDGE STRATEGY & OPTIMISATION
The Role
The successful candidate will join a recently formed team in Dublin, reporting to the Hedge Operations Supervisor. This is an exciting opportunity for someone looking to put their IT, technical and analytical skills to use in a fast changing, cutting edge and challenging environment.
The team’s focus is developing and implementing AI’s Variable Annuity (VA) hedging strategy, with particular emphasis on optimising the performance, sophistication and execution of the hedge programme.
A strong background in C++ with a skill set that encompasses building high performance and efficient applications is a must. Experience within financial services is beneficial, however not necessarily a pre- requisite.
RESPONSIBILITIES
· Implement planned fund and hedge strategy developments to the C++ based VA valuation kernel via a structured framework
· Ensure the upscaling of product logic from prototype to VA valuation kernel is carried out in a fast, efficient and accurate manner
· Optimising the speed and footprint of the VAvaluationkernel
Essential Experience & Qualifications
· Strong C++ experience. Experience using other systems/languages will also be viewed favourably if working on a similar application
· Good technical and analytical skills with a solid foundation in computation / numerical methods and mathematics
· Experience working with stochastic models and Monte Carlo simulations ideally.
· Some asset/investment knowledge would be beneficial
· Strong quantitative background with good technical and analytical skills
· Demonstrate Core VALUES
· Working together
· Bringing clarity
· Exceeding expectations
· Manage Risk
C++ DEVELOPER- HEDGE STRATEGY & OPTIMISATION
The Role
The successful candidate will join a recently formed team in Dublin, reporting to the Hedge Operations Supervisor. This is an exciting opportunity for someone looking to put their IT, technical and analytical skills to use in a fast changing, cutting edge and challenging environment.
The team’s focus is developing and implementing AI’s Variable Annuity (VA) hedging strategy, with particular emphasis on optimising the performance, sophistication and execution of the hedge programme.
A strong background in C++ with a skill set that encompasses building high performance and efficient applications is a must. Experience within financial services is beneficial, however not necessarily a pre- requisite.
RESPONSIBILITIES
· Implement planned fund and hedge strategy developments to the C++ based VA valuation kernel via a structured framework
· Ensure the upscaling of product logic from prototype to VA valuation kernel is carried out in a fast, efficient and accurate manner
· Optimising the speed and footprint of the VA valuation kernel
Essential Experience & Qualifications
· Strong C++ experience. Experience using other systems/languages will also be viewed favourably if working on a similar application
· Good technical and analytical skills with a solid foundation in computation / numerical methods and mathematics
· Experience working with stochastic models and Monte Carlo simulations ideally.
· Some asset/investment knowledge would be beneficial
· Strong quantitative background with good technical and analytical skills
· Demonstrate Core VALUES
· Working together
· Bringing clarity
· Exceeding expectations
· Manage Risk
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