My client is a leading business and technology operations subsidiary of a U.S financial services provider with offices throughout the U.S, Europe, and Asia. They are currently on the lookout for a C++ Developer to join their team based in Donegal.
Apply for the C++ Developer role above or contact Helen Gillbanks for more information.
Responsibilities of the C++ Developer role:
• Implementation of C++ payoffs and features within asset and liability models
• Expose various C++ modules into a Python based interactive framework for modelling and back-testing
• Performance benchmark testing on new releases on various hardware architectures including cloud-based CPU grids and GPU platforms
• Develop and maintain Python based regression testing modules for new features and into continuous build and integration framework (which utilizes Jenkins)
• Support research and implementation of interest rate, equity, credit, foreign exchange, and inflation models used in valuation of domestic and international products and ESG solutions across the company. This would involve historical back-testing and comparison with alternative models
• Perform back-testing on various ALM analyses in support of capital, liquidity, and asset allocation strategies.
• Research and integrate machine learning methodologies using Google TensorFlow or similar tools to enhance and accelerate in-house analytics
Required Skills and Experience for the C++ Developer role:
• Bachelors or above Degree in Math, Sciences or Engineering
• Strong coding skills in Python required, C++ and CODA desirable
• Strong analytical skills
• Capable of working independently
• Familiarity with financial mathematics and derivatives desirable
• Familiarity with insurance products is desirable
Additional Skills and Experience for the C++ Developer role:
• This position requires an individual with the ability to work in a dynamic, fast-paced environment
• Ability to work remotely with teams in other locations and time zones as well as receiving actuarial support and guidance locally in Ireland
#C++ #Developer #CODA #Python
If you are happy to be represented by Solas and be put forward for this role (or would like more information) please email me with your CV via the link, indicating if wish to be represented by Solas. Alternatively please call me (T: 00 353 1 5367388)