C++ Developer - Tier 1 Investment Bank -12 month contract

  • Negotiable
  • London, England, United Kingdom
  • Contract, Full time
  • Resource Solutions
  • 20 Feb 18 2018-02-20

C++/Java library developer - Tier 1 Investment Bank, Canary Wharf, London.

C++/Java library developer - Tier 1 Investment Bank, Canary Wharf, London.

My client is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.

We are looking for a
C++/Java library developer
in our London Office, Analytics and Modelling team.

The FID systems depend on the ability to represent products and calculate their cashflows, and this is the responsibility of the Products team.

The successful recruit will be involved in all aspects of the Products team SDLC, from requirements capture and API design for product and cashflow representation, through implementation, comprehensive testing and documentation, to production support.

* Full SDLC, mainly in C++, .
* Building and documenting FID products representations and cashflow calculations.
* Sitting on the trade floor, working with various stakeholders across trading, strats, IT and others.
* High quality software development using techniques such as TDD, design & code review, etc.

Skills Required

* Bachelor's degree or higher in computer science or related discipline.
* Knowledge of interest rate derivative products beneficial; motivation to learn essential.
* Good personal and interpersonal skills.
* Excellent knowledge of C++.
* Excellent knowledge of software design techniques.
* Practical knowledge and track record of test driven development and code review.
* Track record of delivery.
* Java and / or Scala experience beneficial.

The Analytics and Modelling team within the FID strategists group support the FID trading desks - Exotics Rates, Hybrids, Inflation, Rates Options & FX - by delivering pricing and risk models, primarily through C++ libraries to a large-scale Java/Scala system.