C++ Quantitative Developer - C# Fixed Income - Investment Bank


Premium Job From Adlam Consulting

Recruiter

Adlam Consulting

Listed on

10th April 2018

Location

London

Salary/Rate

Upto £620

Salary Notes

per day

Type

Contract

Start Date

ASAP

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C++ Quantitative Developer - C# Fixed Income - Investment Bank

C++ Quantitative Developer with Extensive experience with C++ with significant projects and strong object oriented knowledge. C# is an advantage.

Comfortable with large scale libraries. Experience in serialization and deserialization of objects is an advantage Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code. Good interpersonal skills given the numerous actors in this re-engineering project. Able to work autonomously within the requirements of the project. A flexible, hands-on attitude and willingness to make things happen. Desirables: Some knowledge of fixed income financial products would be useful.

Role:

we are tasked to build along with the IT a new architecture to streamline and harmonize the pricing, risk and P&L chain for derivatives products. This is a unique opportunity to work on a major re-engineering project with very ambitious targets.

The role being offered is to participate to the development of this new platform.

                                                                                                                         Develop/test the trade description conversion module.

                                                                                                                         Develop/test the parsing of this trade description feeds through the relevant existing libraries.

                                                                                                                         Develop/test the additional modules necessary for the project

C++ is definitely the major focus with strong object oriented experience.

C# is a plus but C++ is more important than C# in this overall project.

No knowledge of financial products is required as extensive coding experience and skills are much more important.

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