C++ Real-Time Risk P&L System Developer recruitment
C++ Developer
An opportunity has arisen for an experienced C++ developer to work on a complex real-time risk PL system dealing with vanilla derivatives (swaps, bonds, futures). The successful candidate will have a strong background in C++ development along with knowledge of pricing and derivatives. Working with a team of 5 across London and New York the successful candidate will be able to hit the ground running as there is a large number of deliverables for 2012 with expansion into new markets. The ideal candidate will have experience working on a real-time trading system along with a strong knowledge of Fixed Income Derivatives
The candidate will demonstrate an eagerness to learn the existing platforms and be proactive in designing and building the next generation of systems to meet the business demands. The person will also be able to handle competing demands including both tactical and strategic initiatives, manage own work to aggressive deadlines and work within a globally distributed team. The role will offer a good opportunity for those looking to make a difference to a major business division.
Skills Required:
- In-depth knowledge of C++ development
- Strong technical background including proficiency in OO design
- Experience of linux development environment
- Problem solving ability including ability to discuss and refine requirements with users, convert those requirements into a design and build a solution to meet that design
- Strong communication skills
- Some knowledge of interest rate derivatives, or financial options in general
Skills Desired:
- Familiarity with derivative risk and / or pricing systems
- Experience with functional programming and with scripting languages such as perl
- Knowledge of perforce or similar source-control system and jira or similar job-tracking system