Risk C++ Engineer

Open Systems Technologies is a national provider of smeart staffing solutions, providing contract staffing, permanent placements and executive searches in the following skill areas:

- Technology

- Finance, Accounting, and Operations

- Government Services

- Legal

- Global Services

Established in New York in 1990, Open Systems Technologies is one of the largest, privately held, staffing companies in the world. We have experienced organic growth over the past 25 years and currently employ over 1,500 consultants in 16 domestic and international markets. Through our brands of Open Systems, OST Financial, OST Legal, OST Government Services, and OST Global we strive for continued expansion and excellence in the staffing industry. With the Global Services division, starting Jan-2012, Open Systems has expanded into the ITO & BPO Projects/Solutions business.

Our client is a top Qualitative Hedge fund, they are currently seeking a Risk C++ Engineer, this candidate will join the Risk & Analytics IT team and work closely with members of the Quantitative Research & Financial Engineering teams as well as Information Technology teams. This candidate will develop solutions for Multi Asset Risk & Position/P&L Management infrastructure for the Fundamental Equities businesses. The candidate will utilize C++ / Object-Oriented Analysis, Design and Programming to develop robust, flexible solutions and frameworks.

Responsibilities:

• Design, develop and deploy new infrastructure components pertaining to a global, real time, cross asset risk and position/p&l management
• Integrate internal proprietary risk models and independent 3rd party risk lib/package plug ins
• Design, development and deployment of new infrastructure components utilized for multi asset custom index creation and pricing
• Enhance and extend the Risk Computation analytics library utilized in portfolio construction & pre trade processes
• Facilitate collaboration with Quantitative Research, Financial Engineering and peer technology teams
• Provide application support to multiple Fundamental Equities businesses globally

Qualifications:

• 7+ years' experience working with C++ in a Unix/Linux
• 7+ years' experience in multi-threaded/parallelization and real time programming with trading applications
• Experience with Object-Oriented Analysis and Design fundamentals
• Strong Software Development Life Cycle experience
• Strong experience working with Perl, Python, SQL, scripting languages, SQL Server experience
• Hands on work experience with risk and fx as well as financial products and valuation methods
• Bachelors of Science (Master Degree preferred) in engineering, computer science, or mathematics

All your information will be kept confidential according to EEO guidelines.