What We Offer:
1. Fast-paced environment
2. Excellent international growth opportunities
3. Exposure to world-class financial technologies and global markets
Responsibilities:
4. Collaborate on the development and enhancement of the back-end distributed system, enabling continuous firm-wide risk and P&L calculations.
5. Work closely with Quants and Quant Developers globally to create pricing and risk analytics for our in-house pricing library.
6. Contribute to the development of pre-trade analysis and market analysis tools for Portfolio Managers.
Mandatory Requirements:
7. Substantial experience in C++ (Expert understanding of the C++11/C++14/C++17 standards is a must).
8. Previous experience leading/managing a team.
9. Proficiency in developing and maintaining back-end distributed systems.
10. Familiarity with source control systems (preferably Git).
11. Bachelor's degree in computer science or another quantitative field (Master's degree is a plus).
12. Excellent communication skills.
13. Ability to work independently in a fast-paced environment.
14. Detail-oriented, organized, demonstrating thoroughness and strong ownership of work.
Additional Valuable Skills (Nice to Have):
15. Experience with CI/CD.
16. Familiarity with Linux platforms.
17. Knowledge of Fixed Income analytics pricing and risk analytics.
18. Exposure to Docker/Kubernetes.
19. Understanding of financial mathematics and statistics.
20. Previous work in the financial industry.