Responsibilities:
- Participate in the development and improvement of the back-end distributed system, enabling continuous company-wide risk and Profit&Loss calculations.
- Collaborate closely with Quants and Quant Developers worldwide to develop pricing and risk analytics for our proprietary pricing library.
- Contribute to the development of proprietary pre-trade analysis and market analysis tools for Portfolio Managers.
Essential Requirements:
- Significant experience in C++ development (Expert understanding of the C++11/ C++14/C++17 standards is essential).
- Prior experience in leading / managing a team.
- Experience in developing and maintaining a back-end distributed system.
- Experience with a source control system (Git preferred).
- BSc in computer science or another quantitative field (M.A. degree is a bonus).
- Excellent communication skills.
- Ability to work independently in a dynamic 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.
- Experience with Fixed income analytics pricing & risk analytics.
- Experience with Docker/Kubernetes.
- Experience with financial mathematics and statistics.
- Experience in the financial sector.
