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Citi C++ Senior Developer Analytical Calculation Engine in Pune, India

  • Primary Location: India,Maharashtra,Pune

  • Education: Bachelor's Degree

  • Job Function: Technology

  • Schedule: Full-time

  • Shift: Day Job

  • Employee Status: Regular

  • Travel Time: No

  • Job ID: 19030972

Description

About ACE

  • ACE stands for Analytical Calculation Engine. It calculates Counterparty Credit Exposure for various derivative products. It provides EAD (Exposure at Default), PFE (Potential Future Exposure)/CP-PFE, PSLE/CP-PSLE profile to downstream systems; these outputs are used to calculate Basel RWA (Risk Weighted Asset), Internal Risk Monitoring, CVA/DVA (Credit Value Adjustment/Debit Value Adjustments) etc.

Mandatory Qualifications:

  • Bachelor’s degree in Computer Science, Information Systems Management, or related field preferred

  • 4 to 10 years of strong experience in C++ under UNIX/Linux environment.

  • Strong in Basic C++ concepts like Polymorphism, Exception handling, writing new Classes, Pointer Handling, Dynamic memory allocation/de-allocation

  • Strong experience in using STL Library and/or BOOST library

  • Strong knowledge of Multithreading

  • Should be able to design and develop distributed servers

  • Strong knowledge of data structures and algorithms

Desirable Qualifications:

  • Experience of using TBB, Google Protocol Buffer, Zero MQ libraries

  • Hands on/Working knowledge of C++11/14

  • Hands On /Working knowledge of distributed database like MongoDB

  • Knowledge of enterprise messaging system like Kafka etc.

  • Knowledge of Risk Domain, Counterparty Credit Risk, Derivatives Products

  • Ability to prioritize and manage schedules under tight, fixed deadlines

  • Ability to produce professional, technically-sound solutions

  • Strong writing, communication, time-management, decision-making, and basic task organization skills

  • Good Team Player

Qualifications

About ACE

  • ACE stands for Analytical Calculation Engine. It calculates Counterparty Credit Exposure for various derivative products. It provides EAD (Exposure at Default), PFE (Potential Future Exposure)/CP-PFE, PSLE/CP-PSLE profile to downstream systems; these outputs are used to calculate Basel RWA (Risk Weighted Asset), Internal Risk Monitoring, CVA/DVA (Credit Value Adjustment/Debit Value Adjustments) etc.

Mandatory Qualifications:

  • Bachelor’s degree in Computer Science, Information Systems Management, or related field preferred

  • 4 to 10 years of strong experience in C++ under UNIX/Linux environment.

  • Strong in Basic C++ concepts like Polymorphism, Exception handling, writing new Classes, Pointer Handling, Dynamic memory allocation/de-allocation

  • Strong experience in using STL Library and/or BOOST library

  • Strong knowledge of Multithreading

  • Should be able to design and develop distributed servers

  • Strong knowledge of data structures and algorithms

Desirable Qualifications:

  • Experience of using TBB, Google Protocol Buffer, Zero MQ libraries

  • Hands on/Working knowledge of C++11/14

  • Hands On /Working knowledge of distributed database like MongoDB

  • Knowledge of enterprise messaging system like Kafka etc.

  • Knowledge of Risk Domain, Counterparty Credit Risk, Derivatives Products

  • Ability to prioritize and manage schedules under tight, fixed deadlines

  • Ability to produce professional, technically-sound solutions

  • Strong writing, communication, time-management, decision-making, and basic task organization skills

  • Good Team Player

Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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