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MaRS (Market Risk System) is a system responsible for calculating Value at Risk of the Bank. This value tells how much the Bank can lose during a stock market crash, given current positions and history of price changes. Tens of thousands of reports are calculated daily by various individuals – from traders to risk management managers. The MaRS development team implements new risk models, calculation types, and functionalities. The main goal is to ensure that newly added and existing calculations are performed timely and reliably. The main challenge is improving and refactoring existing functionality without impacting the outcome.

Your responsibilities

1. Technical and functional C++ development of new requirements
2. Development of new risk types and methods of calculation
3. Adding new functionalities to the set of multi-layer Market Risk System components
4. Implementing functional changes
5. Writing unit tests
6. Designing and implementing changes to improve system stability and performance
7. Refactoring

Our requirements

1. Very good knowledge of C++11/14 standard
2. Very good knowledge of STL or Boost libraries
3. Good knowledge of multithreading
4. Knowledge about Linux server-side environment and applications
5. Familiarity with design patterns
6. Knowledge of SQL language is a plus
7. Good math skills are a plus
8. Willingness to share knowledge
9. Good teamwork skills

Benefits

1. Your professional career growth by matching your skills and plans with suitable projects
2. Work in a modern environment with innovative technologies
3. Attractive salary based on your skills and experience
4. Flexible working hours
5. Company social events
6. Private healthcare
7. Multisport card
8. For contractors – eligibility for up to 23 additional days
9. For COW – additional paid day off for volunteering

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