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C++ Developer

  • Location: Irving, Texas, 75063
  • Job Type:Contract

Posted 4 days ago

Terrific 12+ month contract opportunity in Irving, Texas for a strong C++ Developer to perform Quantitative analystis for Credit Risk . Will be a key member of the Analytics Implementation team within Wholesale Credit Risk area. The team focuses on the design, implementation, delivery and support of models for the firms’ Wholesale Credit Stress (CCAR, ICAAP, EBA) and Loan loss reserves (CECL, IFRS 9) models. Will participate in the software development, delivery and maintenance of high-performance analytics frameworks and libraries covering wholesale credit products such as corporate and commercial real estate loans. This will require the candidates to work with other Wholesale Credit model developers and business partners to analyze new or enhanced modelling requirements and complete coding and testing of the software.
 
Day-to-Day Responsibilities:
  • Work on the design and implementation of new or modified models into the production environment in support of the company’s CCAR/DFAST/CECL submissions.
  • Maintain technical documentations supporting model design.
  • Regularly review the performance of analytics components to identify opportunities to streamline and/or optimize implementation.
 
Qualifications:
  • Advanced degree (PhD/MS/MEng) in a quantitative field such as Math, Statistics, Computational Finance or Engineering.
  • 6+ years of hands-on software development experience in C++ (expert programmer).
  • Excellent quantitative programming skills in C++ or equivalent language with multi-threading is a must
  • Experience with C++ boost and Eigen library.
  • Strong quantitative problem-solving skills and experience applying them to model implementations.
  • Hands-on experience on functional and numerical testing through entire model development software cycle.
  • Proficient working in a Linux/UNIX environment and MS Visual Studio for C++.
  • Background in a numerate subject (e.g., Applied Math, Physics, Engineering, Math Finance, etc).
 
Desired Skills:
  • Experience implementing analytics frameworks in risk/finance such as scenario-driven PD, LGD, EAD models.
  • Experience with SQL, Python, SAS, R a plus.
  • Knowledge of Wholesale Credit Risk concepts and Products in the context of Stress Loss (CCAR) and/or Allowance (IFRS 9/CECL).
  • Experience with git, automated build/test systems, code coverage, unit testing and release processes.
  • Proven ability to develop collaborative relationships with key internal partners to achieve objectives and prioritizations.
  • Experience with software containerization concepts a plus.
 
If this sounds like the perfect fit, Apply Today!