C++ Developer (Linux) Job at Luxoft

Luxoft is hiring for the role of C++ Developer (Linux)!

Responsibilities of the Candidate:

• 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.

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.