C++ BOOST STL C# Developer - Front Office Investment Bank

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C++ BOOST STL C# Developer - Front Office Investment Bank

C++ developer, ideally with some C#, is required to work on FX Options pricing, working very closely with the Trading and Quant teams. You must have experience of Advanced-level C++ including STL, Templates, Boost, design patterns etc. Understanding of object-oriented principles eg SOLID Unit-testing strategies Source code version control. In addition, C# is highly desirable. Educated to degree-level at minimum in a numerate or technical discipline. C++ 11/14.

Desirables:

Knowledge of FX Options or another asset class/business area. Experience across the full stack. C#/.NET. Source code refactoring. Runtime performance optimisation. SQL (preferably Oracle)Continuous integration w/JetBrains TeamCity. Bug tracking with JIRA. Good knowledge of a Scripting language.

Role:

The role is for an experienced developer, focused on FX Options pricing, and involves working very closely with the Trading and Quant teams. The candidate must have very strong software development and analytical skills. C++ and good academics, with ideally some C# as well. The deliverables will include developing new tools for trading and sales, enhancing the pricing capabilities of the existing platform, integration of new models and analytics.

The products the team develops and supports are classified as Tier 1 (business-critical), and thus require a flexible approach to work. Developers are expected to respond quickly to changing trader requirements, to issues escalated from the front-line support team, and to collaborate with their risk management and booking counterparts.

The candidate must be an expert C++ developer who is able to interact confidently with business users and be responsible for the full software-development life cycle. The application Front End is developed in C# and a good working knowledge is desirable. Candidates will be expected to have a proven track record of delivery and a detailed knowledge of the systems they have worked on, having contributed significantly to their architecture and design. Experience of options or structured products would be beneficial.

Applicants must be eligible to work in the specified location

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