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