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6 Apr 2021

Temporary CREDIT RISK QUANT DEVELOPER (C++) ( 21-04685) – Posted by Irving, Texas, United States

Job Description

Global Financial Firm located in IRVING has an immediate contract opportunity for an experienced CREDIT RISK QUANT DEVELOPER (C++)

“This role is currently work-from-home and will move to the office environment after the COVID-19 restrictions are lifted.”
must have reliable internet, computer and android or iphone for remote access

Video/ f2f interviews are required prior to all offers.

c++ test required


The successful candidate 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. In particular, for this role, the successful candidate 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.

Key Responsibilities:

Core Responsibilities:
• The successful candidate will work on the design and implementation of new or modified models into the production environment in support of Client’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

Knowledge/Experience: (What knowledge/ experience of the role or the industry does the individual need, e.g. relevant work experience, industry and/or product knowledge)

Essential Skills and Qualifications
• 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
• Must be self-motivated, pro-active, responsible and driven to deliver
• 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)

Desirable 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

How to Apply

Please send your updated resume to

Job Types: Temporary.

Job expires in 31 days.

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