Capgemini is a global leader in consulting, digital transformation, technology and engineering services. The Group is at the forefront of innovation to address the entire breadth of clients’ opportunities in the evolving world of cloud, digital and platforms. Building on its strong 50-year+ heritage and deep industry-specific expertise, Capgemini enables organizations to realize their business ambitions through an array of services from strategy to operations. Capgemini is driven by the conviction that the business value of technology comes from and through people. Today, it is a multicultural company of 270,000 team members in almost 50 countries. With Altran, the Group reported 2019 combined revenues of €17billion.
Visit us at www.capgemini.com. People matter, results count.
Job Role : Senior Quant Developer/C++
FullTime with benefits
- Risk Technology is looking for a hands on Senior C++ quant developer The candidate will design and develop advanced scenario generation and valuation models for Counterparty Credit Risk Management
- The role requires excellent communication skills strong analytical problem solving abilities solid academic background and expert programming skills
- Knowledge of financial products and markets is essential to succeed in this role Core responsibilities include Design and implement analytical models for counterparty credit and market risk calculations
- Support end to end model validation and application platform integration testing
- Ability to interpret and analyze new regulatory analytics requirements
- Mentor junior developers Maintain up to date understanding of the project and communicate at a variety of levels the activities risks issues assumptions dependencies of the project Manage multiple tasks effectively and independently to meet deadlines
- Advanced degree PhD MS MEng in a quantitative field such as Math Statistics Computational Finance or Engineering 6 years of hands on software development experience in C expert programmer
- Advanced Quantitative Skills Numerical Methods Stochastic Calculus Probability and Random Processes Martingale Methods in arbitrage pricing Statistics Time Series Analysis Intimate familiarity with OTC Product space knowledge of fundamental traded products valuation methodologies market data industry trends etc
- Conversant with build deployment and debugging processes on Linux such as GDB Make Makefiles SVN CVS Scripting At least one of the following Python Perl Matlab R Must be able to communicate and interact effectively with business users product quants project managers and IT stakeholders Must be well organized and able to meet stakeholder delivery commitments
What we Offer
Your career matters to you and is important to us too. Because your goals and needs are constantly evolving, we offer visibility, leeway and support to help you grow and progress in your career. This approach builds notably on our comprehensive competency framework, our personal development, training and career management programs, and our University innovative and business-focused learning curriculums.
We promote a culture of diversity. We believe working with talented individuals from different backgrounds and points of view is a strategic advantage and an ongoing opportunity. Diversity enriches our creative solutions and adds value for our clients.
With the digital tech sector growing at a rapid pace and women significantly underrepresented in the industry, we are determined to inspire and recruit more women into technology and build diverse teams that reflect the clients we serve.
Our Shared values have been at the heart of the group since our formation. They are honesty, boldness, trust, freedom, team spirit, modesty and fun. These values influence the way we meet client needs while respecting the regulatory requirements of each country in which we operate, and the way we promote ethically sound practices within Capgemini and in our partnerships.
Capgemini is committed to building a workforce of employees with diverse backgrounds and work experiences. We strongly encourage women, veterans and active military service personnel to apply.
Capgemini is an Equal Opportunity Employer encouraging diversity in the workplace. All qualified applicants will receive consideration for employment without regard to race, national origin, gender identity/expression, age, religion, disability, sexual orientation, genetics, veteran status, marital status or any other characteristic protected by law.
This is a general description of the Duties, Responsibilities and Qualifications required for this position. Physical, mental, sensory or environmental demands may be referenced in an attempt to communicate the manner in which this position traditionally is performed. Whenever necessary to provide individuals with disabilities an equal employment opportunity, Capgemini will consider reasonable accommodations that might involve varying job requirements and/or changing the way this job is performed, provided that such accommodations do not pose an undue hardship.
Click the following link for more information on your rights as an Applicant – https://www.capgemini.com/resources/equal-employment-opportunity-is-the-law/
Applicants for employment in the US must have valid work authorization that does not now and/or will not in the future require sponsorship of a visa for employment authorization in the US by Capgemini.