C++ Developer (with DevOps skillset)

Luxoft Poland
Online interview
B2B Employment contract

Project description

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 stock market crash, given current positions and history of price changes. Tens of thousands reports are calculated daily by various individuals - from traders to risk management managers. MaRS development team implements new risk models, calculation types and functionalities. The main goal is to make sure that newly added and existing calculations are performed timely and reliably. The main challenge is improving and refactoring existing functionality without impacting the outcome.

Team based in Wroclaw is about 15 developers, 2 people from L3 support. Cooperation with London and Bangalore. Overall about 52 people actively working on the application side.

Your tasks

  • Technical and functional C++ development of new requirements
  • Development of new risk types and method of calculation
  • Adding new functionalities to the set of multi-layer Market Risk System components
  • Implementing functional changes
  • Writing unit tests
  • Designing and implementing changes improving system stability and performance
  • Refactoring

Who we're looking for?

  • Very good knowledge of C++11/14 standard
  • Very good knowledge of STL or boost lib's
  • Good knowledge of multithreading
  • Knowledge about Linux server side environment and applications
  • Familiarized with a Design patterns
  • Knowledge of SQL language will be a plus
  • Good math skills will be a plus
  • Willingness to share the knowledge
  • Good teamwork skills

Our company

Luxoft Poland

Krakow, Wrocław, Warsaw, Gdańsk 1500
Tech skills
  • Java
  • JavaScript
  • C++
  • C#
  • Python
  • Scala
  • Android
  • Android
  • iOS
  • Go

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