Our client, a Global Investment Bank, seeks to recruit a Software Engineer to join the trading technology team to further develop a robust and scalable multi-asset derivatives model library for their global derivatives trading business. You will need strong Front Office experience in large-scale systems architecture, client servers, and implementation. This is a highly visible role with a great career potential where you’ll face some great engineering challenges in a friendly and nurturing global team.
Quant Library Infrastructure Development, Derivatives Trading Systems, C++ & Python
- Maintain and improve the technology across the business
- Improve Model delivery and Library accessibility for the Risk System and other business areas
- Work with the relevant IT, Risk, and Business teams across the bank
- Develop and implement strategies to improve and integrate architecture, systems and processes
- Create and promote new ideas in technology
ESSENTIAL SKILLS & EXPERIENCE:
- 3-6 years’ experience in a bank working on model libraries and/or trading and risk systems
- Previously worked on systems architecture, client server, implementing new IT systems
- Advanced degree in Software Engineering, Computer Science, Physics, Maths, or other engineering discipline
- Experience programming and building libraries in C++, Python, and other language
- Exceptional C++/C++11 skills and awareness of C++14 and C++17 with strong capacity for abstraction and design.
- Solid experience developing in Windows and Linux
- Highly creative in the application and extension of Front Office trading systems
- Strong interpersonal skills for a highly collaborative team culture