Core Strategist

As a Core member of the Risk Systems team, you will develop core components for the new Risk & PnL engine:

• Technical excellence: Implement clean, well-documented, tested, and extensible code
• Ownership: Be responsible for the performance and reliable operation of core components of the new Risk & PnL engine
• Teamwork: Collaborate closely with the rest of the team to implement high-performance pricers for our full spectrum of physical and financial trades 
• Architectural vision: Ensure integration in broader Vitol infrastructure and systems, develop an overall understanding of our systems architecture and become a sparring partner to the Risk Architect

• 8+ years’ experience/full proficiency in C++; Some familiarity with Python
  • Ability to architect and implement code to address high-level requirements
  • Experience implementing high-performance algorithms & grid computations
• Master’s/PhD in computer science, applied mathematics, financial engineering, or an equivalent field from a top university
• Strong sense of ownership, ability to work independently as well as in a team
• Interest in business and how end users will use the product
• Excellent communication and interpersonal skills.
• Full proficiency communicating in English in a business context (verbal & written)

• Substantial prior experience with implementing or working with a Risk & PnL engine
• Interest in financial and commodities markets
• SysAdmin experience, e.g. cloud infrastructure, Redis, Kafka, CMake, network sockets tech