FO Pricing C++ Quant Developer

Role Purpose
Support and development of tools to meet all “cross asset quant development” and “asset class” team requirements.
Support and development of all infrastructure components.
Develop technical solutions as required.
Key Responsibilities
Development and enhancing the features of the various cross asset components to meet the requirements of the business.
Release and building of components needed for the “asset class” desk and IT
Development of systems/infrastructure. Developing the infrastructure and capabilities needed to enable operational effectiveness and delivery of the desired results
Resolving issues with users and the IT teams in using the Quant libraries.
Developing close and effective working relationships within respective Functions /Businesses. Continuous and proactive interaction with the relevant stakeholders.
Working to ensure seamless communication and teamwork.
Working within a team, under the direction of Team Lead
Offering solutions to problems, supporting with the continuing development, implementation and improvement of the processes, structures, capabilities, capacity and infrastructure needed
Programming in a professional standard ensuring industry good practices are followed Ensuring rapid development and deployment of features/components needed in the infrastructure. If any bugs are found they should be fixed as soon as possible
Learning new technologies and develop solutions from scratch
Provide support functions to the infrastructure including:
o New tools/components and bug fixes
o Resolving Market Data issues
o Develop and maintain a testing framework for the Quant libraries o Assist IT with integration issues
o Develop new components and enhance the Quant libraries.
o Liaise with the team to create new classes and
▪ Manage existing ones
▪ Leverage other classes
▪ Implement functionality to allow these classes to be loaded, saved and
queried
o Assist in the release of the pricing libraries
o Development of systems/architecture relevant to the needs of the desk/team
o Leveraging the use of cloud technologies to enhance the infrastructure, ensuring
reliability, scalability and cost reduction
Educated to university degree level or equivalent (preferably in software engineering field)
Experience
At least 8 years of development experience using C++/C++17
Strong Experience in network programming, multithreading/multiprocessing low latency development
Solid experience of C++ concepts like templates and C++ 11 standard Library and C++ 17 Proficient in code versioning tools such as GIT, SVN etc.
Strong written and verbal communication skills and ability to work in a team
Focused on delivering high-quality results on time.
Good to have
o Experience of using Google Cloud/AWS
o Knowledge of web technologies, including web services/REST, HTML5, Node.js and
Angular.js etc.
o Experience in designing & implementing a web-based UI framework.
o Python development experience
o Spreadsheet development experience (Excel and VBA)
o Database experience using Microsoft Database stack: SQL, SSIS and SSAS o Asset class knowledge