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 Skills Must have Strong C expertise C 11 14 17 or later STL Boost Robust expertise with Linux and Bash Shell Experience with Risk models such as ADCO QuantLib ORE etc Expertise in Python programming including scripting data manipulation and familiarity with relevant libraries e g NumPy SciPy Pandas for scientific computing or specific frameworks depending on the domain Experience in using SWIG to generate Python bindings for C libraries Familiarity with Git CMake and build systems Integration experience with APIs messaging systems and databases Degree in Computer Science Mathematics Engineering or related field Nice to have Cloud deployment experience AWS Azure Knowledge of Adjoint Algorithmic Differentiation AAD Prior experience in banking or financial risk systems Other Languages English C1 Advanced Seniority Senior Remote India India Req VR-119387 C C BCM Industry 28 11 2025 Req VR-119387

📌 C++ Developer (with Linux) (India)
🏢 Luxoft
📍 India