Front Office C++ Risk/PnL Developer

An investment bank I work with is looking for a C++ developer to join a dedicated team of software developers and quantitative analysts who are part of the broader Technology division. The team works closely with the business to rapidly design, develop, and deploy front-to-back solutions that encompass all aspects of the business.

You will be responsible for:

*Pre-trade analysis, price capture
*Trade capture and marking
*Pricing and risk models and analytics
*Position, P&L, and Risk analysis and reporting
*Trade lifecycle and bi-directional downstream connectivity to clearing and settlement functions
*Reference and pricing database infrastructure

Requirements include:

*C++ programming in a UNIX/Linux environment
*Java programming
*Python scripting
*Relational databases, SQL
*Trade capture and processing of fixed income products
*C++ pricing and risk analytics of corporate and/or securitized bonds and CDS
*Desk tool development: marking, pricing, relative value analysis
*Desk reporting: P&L and explains, perturbative risk
*Candidates should also have excellent written and verbal communication skills and be comfortable discussing complex problems with key business stakeholders.

This is a PERMANENT role located in NEW YORK CITY.To find out more about Huxley Associates please visit www.huxley.com