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C++ quantitative developer 
Bluebird International ZRt.
Frissítve : 2015.03.21.
Jelentkezési határidő: 2015.03.17.
Hirdetés azonosító: 896581

Our Client is one of the leading global financial services company and does business in more than 100 countries. It provides a broad range of services, including consumer banking and credit, corporate and investment banking, securities brokerage and wealth management.
We are looking for developers to be a part of a department that has responsibility for providing the analytical models which are used for pricing securities and risk. The scope of this work means the research into the mathematical derivation of the model, the coding, testing, and documentation of the model for formal validation and approval, and finally delivering the model.

Job description

  • Development of standard Quant library components

  • Produce industrial standard components with rigorous testing and comprehensive documentation

  • Standardization of Quant libraries

  • The provision of enterprise tools for productivity within the department, maintains the suite of internal websites which are used for the smooth running of the department

  • Development of original tools to assist developers working in the related environment (e.g. internal websites, additional plugins for Visual Studio to aid debugging etc)

  • Used technologies, environment: JIRA, Confluence, FishEye/Crucible, TeamCity, Visual Studio, Linux (gcc) and Solaris (Forte compilers)
  • Requirements

  • Development experience in C++ (and Python)

  • Development on Windows /and Linux and Solaris (advantage)/

  • Experience in TDD and/or with testing frameworks

  • Useful: C#, Java, Perl, Matlab, R

  • Desire to implement industry best practice, mathematical models

  • Advantage: numerate background

  • Bachelor’s degree (at least)

  • Good written and spoken English

  • Ability to work effectively with other teams’ members

  • Enthusiasm for producing a robust, reliable product

  • Extensive training will be given and it is expected that some of this will require travel to London for a few days at a time for the first 3-6 months as a minimum

  • Kategória
    IT / Informatika
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