C++ DEVELOPER

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.