What We Offer:
- Fast-paced environment
- Excellent international growth opportunities
- Exposure to world-class financial technologies and global markets
Responsibilities:
- Collaborate on the development and enhancement of the back-end distributed system, enabling continuous firm-wide risk and P&L calculations.
- Work closely with Quants and Quant Developers globally to create pricing and risk analytics for our in-house pricing library.
- Contribute to the development of pre-trade analysis and market analysis tools for Portfolio Managers.
Mandatory Requirements:
- Substantial experience in C++ (Expert understanding of the C++11/C++14/C++17 standards is preferred but not essential).
- Previous experience leading/managing a team.
- Proficiency in developing and maintaining back-end distributed systems.
- Familiarity with source control systems (preferably Git).
- Bachelor's degree in computer science or another quantitative field (Master's degree is a plus).
- Excellent communication skills.
- Ability to work independently in a fast-paced environment.
- Detail-oriented, organized, demonstrating thoroughness and strong ownership of work.
Additional Valuable Skills (Nice to Have):
- Experience with CI/CD.
- Familiarity with Linux platforms.
- Knowledge of Fixed Income analytics pricing and risk analytics.
- Exposure to Docker/Kubernetes.
- Understanding of financial mathematics and statistics.
- Previous work in the financial industry.
