Job Description
Project Description:
The Risk Engine Engineer role is in the counterparty credit risk (CCR) modelling and analytics team within R&C model development group. The candidate is joining our global team for the counterparty credit risk modelling covering all assets classes, and in particular, for FX and interest rate derivatives.
Responsibilities:
• New platform integration into existing risk and pricing systems.
• Develop APIs and adapters for internal applications and data flows.
• Implement and optimize risk calculations.
• Ensure scalability and performance for large portfolios.
• Build automated testing frameworks for model validation.
• Collaborate with quantitative analysts and risk managers to align requirements.
Mandatory Skills Description:
• Strong C++ expertise (C++11/14/17 or later), STL, Boost.
• Strong expertise with Linux and Bash Shell.
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