3K Consulting Inc

C++ Programmer

Job Description:

Position: C++ Programmer
Location: Montreal
Contract: 6 months+
Total Exp. 5-8Yrs

Risk Calculation Technology Group develops and supports fixed income
analytics applications for the various Securitized Products trading desks
across the firm. The applications we develop involve a platform for
computing marks, risk and other valuation metrics, as well as
valuation-oriented tools for traders and desk strategists.

The applications involve a number of components: an infrastructure for
n-tiered distributed computing (plus all the tools involved for development
and debugging), integration of specific analytic models, a framework for
running and storage of the said models, as well as a unified front-end for
display and reporting. In short, the complete process of running and
reporting risk in a large scale environment over a heterogeneous product
set.

The successful candidate will play a key role in the design and development of the analytics platform in a highly distributed, multi-tiered
environment. In addition, there will be a strong emphasis on integration of the analytic models that the various trading desks need for risk
calculation purposes. This role requires communication with the traders and desk strategists as well as other core team members on a daily basis.

Skills Required:
Very strong C++ programming and problem solving skills
Strong multi-threaded or distributed computing experience
Design and architectural background in a multi-tiered environment
Experience with cashflow waterfalls and collateral fundamentals; various
credit, prepay, and default models
Experience with C#, managed C++, Java, perl, Relational DB would be a
plus
Prior experience or general knowledge of securitized products and fixed
income analytics
Must have good communication skills, able to articulate ideas clearly to
traders and desk strategists
Ability to juggle multiple tasks in a face paced environment
Aptitude to lead small teams and mentor team members

resume@3kc.ca

About 3K Consulting Inc:

3K Consulting Inc, we are a recruitment consultancy firm founded in the 1999. We provide a comprehensive recruitment services, along with fulltime and contract placements.

Apply Now: http://ziprecruiter.com/cl/5a9677f6