C++ Developer - Credit Risk

Nomura International plc currently seek a senior C++ developer to work on the system responsible for derivative products. This is a large, established, mission critical system. It produces risk data for Nomura entities around the world and is constantly being enhanced in response to regulatory change. This is a dynamic environment, often with challenging deadlines. The system is written in C++ & Perl, with some Sybase. It runs on a proprietary Compute Grid on Linux.

Skills, experience, qualifications and knowledge required

- C++. They should be an expert in C++ with current experience with Boost and STL. Experience in using C++ for the manipulation of large data sets particularly useful.
- Perl or a good understanding of Counterparty Credit Risk measurement concepts (EE, EPE, PE, LGD etc.)

Successful candidates will be engaged under a contract for services by Resource Solutions. 

Successful Candidates will not be employed by nor have any employment relationship with Nomura.

Please contact us if you are visiting our offices and require any form of personal assistance or physical adaptations to be provided for your appointment. A member of staff will be happy to help.