C++ Quant Developer recruitment

C++ developer to work closely with the Quant and Quant Development teams within the London based PRISM development group.

Overview:

Regulatory compliance for the use of Nomura's interal credit exposure models is seen as a critical requirement for business growth, control and profitability (through Regulatory Capital reduction). 

The PRISM FI system is part of this initative and during the next few months Nomura will make a Wavier application to the FSA to use IMM for the FI business.

There will be a similar application for the Equities Derivatives business in the coming months which will be handled by the PRISM EQD system.

3 Key Objectives critical to success of the role (if applicable):

• Analysis and Development of the existing production system which covers IRD, CRD, FX and Equity products

• Integration of data feeds from additional upstream systems

• Global rollout of the system into all regions

• Maintenance, Supoprt, and Investigation for Quant teams on exposure models.

Skills Experience Required:

• A solid knowledge of Software Engineering principles in general and C++ in particular.

• Experience in at least one high level interpreted/scripted language such as Perl is required.

• Familiarity with build processes and automation tools is required.

• Knowledge of the principles behind code optimization for speed and memory consumption.

• MS SQL Server and/or Sybase.

• Strong written and oral communication skills with other technology groups, quantitative analysts and general users.

• Good task planning and analysis skills.

Desirable:

• Grid computing experience and concepts of distributed computing.

• Knowledge of batch processing systems such as Autosys.

• C# and/or Java development knowledge.

Knowledge Required:

• Understanding of Risk Management, specifically methods for Credit Risk exposure calculation.

• Pricing knowledge within a Monte-Carlo credit exposure calculation engines for Fixed Income, FX or Credit Derivatives product knowledge

• Quant Model knowledge

Please contact us if you are visiting our offices and require any form of personal assistance or physical adaptations to be provided for your appointment. A member of staff will be happy to help. 

Right to Work
The UK Government have taken steps to reduce net migration to the UK by limiting the number of overseas workers from outside the EEA coming to the UK for employment. Please note that whilst we are able to consider applications from overseas workers from outside the EEA ( who require a Tier 2 (General) visa) we can only employ them if we can provide evidence that there are no other suitable candidates for this vacancy from inside the EEA.