Summary
Securitized Products Quant development is looking for a C++ analytics developer to help build and enhance our next generation platform for Fundamental Review of the Trading Book (FRTB). The ideal candidate will be a clear, organized thinker who communicates well. The candidate will implement the platform, working directly within the front office quantitative modelling group.
Required Skills
· Strong C++ skills
· Experienced in building or working on distributed systems on Linux.
· Quantitative skills a must. Must understand bond math and Mote-Carlo methods. Must be able to converse with quants.
· Must be familiar with Fixed Income products and analytics.
· Database skills, SQL and one or more of Sybase, Sybase-IQ, Oracle, DB2 on Linux and Windows.
· Strong written and verbal communication skills.
· Must be team oriented and have good interpersonal skills.
· Bachelor's degree in computer science or engineering with a solid track record of delivery.
· Desired Skills
· Have a quantitative background able to converse with quants.
· Advanced degree in Computer Science, Engineering or Finance.
Any Graduate