International career growth opportunities are abundant in this role, with exposure to cutting-edge financial technologies and global markets.
Key Responsibilities:
* Collaborate on the development and enhancement of our back-end distributed system, enabling continuous firm-wide risk and profit and loss calculations.
* Work closely with Quant experts and developers worldwide to create pricing and risk analytics for our proprietary pricing library.
* Contribute to the development of pre-trade analysis and market analysis tools for Portfolio Managers.
Mandatory Requirements:
* Demonstrated expertise in C++ programming (specifically, a thorough understanding of the C++11 / C++14 / C++17 standards).
* Previous leadership or team management experience.
* Proficiency in designing and maintaining back-end distributed systems.
* Familiarity with version control systems, preferably Git.
* Bachelor's degree in computer science or a quantitative field; a Master's degree is highly valued.
* Ability to work independently in a fast-paced environment.
* Attention to detail, strong organizational skills, and a sense of ownership over work.
Nice-to-Have Skills:
* Experience with Continuous Integration/Continuous Deployment (CI/CD) pipelines.
* Familiarity with Linux operating systems.
* Knowledge of Fixed Income analytics pricing and risk analytics.
* Exposure to containerization using Docker/Kubernetes.
* Understanding of financial mathematics and statistics.
* Previous work experience within the financial industry.