Position involves development and support of global front-office global counterparty risk management system.Successful candidate will participate in development of funding / PE analytics and various infrastructural projects including high-performance grid computing, I/O scaling, etc. Position involves opportunity to work with various financial derivatives models and interact with strats on development and maintenance of existing product pricers. Candidate should be able to handle full life-cycle of the project from requirements analysis to final implementation and rollout into production. Required skills: advanced C++ 11 / boost and proficiency with one of the scripting languages such as Python/Scala/Perl, working knowledge of Unix shell scripting and familiarity with Sybase or DB2. Knowledge of Java is a plus.