* 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.
#J-18808-Ljbffr