C++ Developer - FX Fixed Income Rates Investment bank


Premium Job From Adlam Consulting

Recruiter

Adlam Consulting

Listed on

30th May 2018

Location

London

Salary/Rate

£550 - £650

Salary Notes

per day

Type

Contract

Start Date

ASAP

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C++ Developer - FX Fixed Income Rates - Investment bank

C++ Developer with extensive experience of C++ on windows is required. You will have participated in large scale projects and also have Object Oriented programming experience. You will have food product knowledge in FX or Rates and will be comfortable with large scale libraries and working with different profiles (quants, IT etc.) Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization. Prior experience in Front Office quantitative research is mandatory. Good interpersonal skills given the numerous actors in this re-engineering project. Able to work autonomously within the requirements of the project and the quant team. A flexible, hands-on attitude and willingness to make things happen.

Role/ Project:

The project a unified risk engine allowing the generation of consistent risk and P&L Explain scenario for all asset classes has been designed. Alongside a senior quantitative analyst the role will initially involve extending the capacity of this engine to a wide class of IRFX hybrid options. Ensuring the risk measures are inline with current production and a good level of testing is put in place on the new framework.

This role will require both a very strong level of C++ as well as a good knowledge of risk for Fixed Income IRFX products.

All tasks above are to be conducted with the supervision of the quantitative team to ensure consistency between different asset classes.

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