C++ Developer, Citi

Citi

Location:
Canada, Mississauga

Category:
IT - Software Development

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

Market Risk Technology is looking for an experienced individual to work on a VaR Calculation engine. Successful candidate will be highly motivated, embrace hands on development using modern C++ and exhibit a keen understanding of market risk management. Excellent communication skills are a must. Knowledge of financial products, Greeks and Market Risk are highly desirable.

Job Responsibility:

Develop calculation and interface components in C++, STL, Boost
Maintain and improve resource scheduling, data caching, and application performance
Design and implement computing solutions for risk modeling, pricing and regulatory compliance
Maintain high code quality through testing, CI/CD pipelines and version control (Git, Jenkins)

Requirements:

5-8 years of experience in software development with at least 5 years of experience in C++ and Unix/Linux
In depth knowledge of C++ multithreading is required
Python familiarity preferred
Experience working in financial markets, risk management and financial instruments
Familiarity with market risk concepts including VaR, Greeks, scenario analysis and stress testing
Proficiency on Git, Jenkins and CI/CD pipelines
Excellent problem solving skills and strong mathematical and analytical mindset
Ability to work in a fast paced financial environment

Nice to have:

Python familiarity
Experience working in financial markets, risk management and financial instruments
Familiarity with market risk concepts including VaR, Greeks, scenario analysis and stress testing

Additional Information:

Job Posted:
April 26, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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C++ Developer