Description
C++ Software Engineer
My client is an investment bank based in London; they are looking for a C++ Software Engineer to join their Pricing and Data Analytics Development Team. You will be responsible for implementing low latency, high performance and Real Time electronic trading systems. The team is looking for a Financial Engineer to join their high-performing, agile team within a dynamic and fast-paced Front Office environment.
Responsibilities included:
Developing in the bank C++ analytics framework the necessary pricing and calibration algorithms and tools and developing and supporting the wider uses of the yield curve technology in risk management and electronic trading platforms.
Coordinate projects, monitor performance against objectives, and ensure timely delivery.
To work to continuously improve the quality of customer service, profitability, reputation and market position of the business
To direct closely more junior member of the quantitative team and support IT to enhance the bank's platforms
Assist in identification and selection of staff members as required
Network:
Provide information, advice, and guidance to other staff in areas like Market Risk and Model Validation for the advancement of the strategic goals of the business.
Controls:
To observe internal limits policies and procedures in addition to external regulations.
Essential Skills Required:-
Expert in C++ programming
High level of mathematical knowledge, ideally to post-graduate level
Strong understanding of financial mathematics, stochastic calculus and modern financial theories
Expert in numerical programming
Strong understanding of statistics and analysis
Key Responsibilities:-
To deal effectively with day to day activities, to act in a professional manner and with propriety at all times, to escalate to management as appropriate
To keep senior staff informed of significant financial engineering developments and trends
To ensure and maintain its profitability, reputation, and market share
To ensure client concerns and queries are dealt with promptly and fairly
To know and keep updated of the rules and regulations of the markets and exchanges for which we are writing pricing and trading algorithms
To support the on-going development of more junior staff members