Monte Carlo Simulations Developer (C++/C#)

Our client, one of the largest banks in the world, over the years, has come up with many revolutionary ideas that changed the way people think about their finances.

As a Senior C++/C# Developer you will join the team which is responsible for building the strategic RFT Counterparty Credit Risk (CCR) generation system (XRisk/Eagle). The team is moving to a scalable microservice-based architecture, utilizing the RFT Wolf platform (C#) for workflow orchestration and the new experimental risk engine called Torus.
The successful candidate will be part of a team responsible for developing the components (in C++) required for simulation of market data using Monte Carlo methods into the bank’s state-of-the-art calculation engine processing millions of trades every day and contribute to its evolution through successful team collaboration.

What will you be doing?

  • Agile development using C++ and C# using Visual Studio
  • Full participation in Kanban software delivery process backed by Jira/Git/Bitbucket tooling with a strong emphasis on code reviews and team collaboration
  • Delivering solutions within a DevOps environment with a relentless focus on automation of testing and deployment via TeamCity and internal testing frameworks
  • Producing SOLID code with excellent test coverage
  • Direct interaction with business product owners for architecture decisions related to the pricing

What we’re looking for:

  • Extensive C++ experience covering: Server-side development, Service Oriented Architecture using Rest
  • Ability to code in C# (need not have proficiency from day one)
  • Automation / DevOps
  • Excellent communication (in English) and team skills

Skills that will help you in the role:

  • Database development, ideally with SQL Server
  • Development in a scripting language such as Python
  • Experience with in-memory data grid and/or no-SQL technologies (e.g. GridGain, Mongo)
  • Experience building credit risk system in another bank or financial software house

Where will you be working?

The job requires frequent travelling to Prague (appr. 2 days/week). Please consider this before applying to the job post!

Please send us your resume ONLY if you are resided either in the Czech Republic or in Hungary!




Posted on:

July 14, 2020

Experience level:


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