C++ Developer – Quantitative Development

C++ Developer – Quantitative Development

ProViso Consulting

Story Behind the Need:

• Business Group: FICC GAFE, England is seeking 3 Quantitative C++ Developers for a large scope project regarding the benchmark rate taking place industry wide. The Team is responsible for ensuring the analytics surrounding them are ready and tested for the benchmark report. They are currently halfway through this section, however it is anticipated to go on for another year (the overall project is anticipated to be ongoing).

Candidate Value Proposition:

• The successful candidate will have the opportunity to gain further hands on experience with niche technologies such as C++ quantitative coding while also having a chance to be further extended.

Typical Day in the Role:

• C++ development testing
• Integrating with other systems and languages
• Re-write of C++ Analytics library
• Provide framework for analytics development
• Provide Robust Integration and Testing Platform. Development / Improvement plus Daily support to ensure smooth operation
• Integration across various systems and architectures.
• Implementation of new C++ code
• Support of model developers.
• Delivery of new front office tools / infrastructure

Must Have Skills/Requirements:

• Quantitative Development – C++ (Implementing core models in C++, core elements & library of C++)- 5+ years of hands on experience
• Finance experience (interest rate and risk management) -3+ years of hands on experience
• Development on Windows and Linux – 3+ years of hands on experience

Nice to Have Skills:

• Interest rate modeling experience
• Python
• Masters or PhD in Mathematics, Finance, Physics or Electrical Engineering (highly preferred)

Soft Skills:

• Strong communication skills – written and verbal
• Team player, collaborative
• Hit the ground running, self sufficient, self starter
• Strong in analytics*

Education:

• Bachelors Degree in Science field

Job Details

6576

Contract

6 Months

Toronto

 





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