C++ Developer with Python - Front Office PnL - Investment Bank
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C++ Developer with Python - Front Office PNL - Investment Bank
To work on the Front Office Credit Derivatives and Flow Rates Risk generation - distributed compute grid platforms written in C++ and Python and built on windows architecture.
Essential skills:
C++ 11/14/17 - Main skill is C++
XML/XSLT
Python 2.7/3.x
Grid Distribution
Windows API
Visual Studio 2015-2019
Jira & Wiki
SVN/Git
SQL
At least 5 years hands on' IT experience on a production multi-tier system.
Background in Object Oriented Design, design patterns and system architectures.
Pro-active (can do) approach to work and good problem solving skills.
Experience of scrum development processes or similar agile methodologies.
Understanding of Front Office risk and PnL business/trading principles desirable.
The successful candidate will join a team of 5 people and will be in charge of delivering production ready business features. They should have a strong background in software engineering and will need to quickly assimilate the DVS/FPS infrastructures. The delivery pipeline works on a monthly release cycle, and developers may occasionally need to be involved with 3rd line out-of-hours support for production incidents. For larger scale tasks, developers are expected to help breakdown the project requirements into separate tasks before proceeding to design, implement and unit test functionality in a 2 week development sprint. Scrum team work with business analysts, application support and staging testers is vital to our development process.
The main focus over the coming year will be to migrate the system from an external/third-party grid distribution platform (DataSynapse) to an internal one, and continued optimisation of the system to make best use of the grid resources (especially for latency of intraday calculations).
Adlam Consulting operates as an Employment Agency & an Employment Business Applicants must be eligible to work in the specified location
