C++ Quantitative Developer - Fixed Income - Investment Bank
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C++ Quantitative Developer - Fixed Income - Investment Bank
C++ Quantitative Developer is required for a development of a new platform. This is a unique opportunity to work on a major re-engineering project with very ambitious targets. The C++ Quantitative Developer will have extensive experience with C++ with significant projects and strong object oriented knowledge. You must be 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. Knowledge of fixed income financial products would be very useful. 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.
Role:
We are tasked to build along with the Global Markets 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 and market data conversion modules, covering product/payoff descriptions, model data, market data, and recognising and applying relevant trade lifetime events.
Develop/test the integration of these data and modules into the relevant existing libraries, including integration into pricing libraries as well as upstream market/trade/static data sources.
Develop/test any additional modules necessary for the project
C++ is definitely the major focus with strong object oriented experience
Applicants must be eligible to work in the specified location
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