Description
Fixed Income (Rates) Lead C++, GPGPU Developer
A top tier investment bank requires a Fixed Income (Rates) Lead C++, GPGPU (OpenCL and or CUDA) Developer.
You will be working on high performance grid computing solutions. Working with cutting edge GPU hardware and state of the art software tools such as CUDA or OpenCL.
The successful applicant will deliver Real Time pricing & risk applications into the investment-banking domain. Candidates must be able to learn new skills and technologies quickly, integrate into a fast-moving agile team and maintain the highest standards of professionalism.
Mandatory;
* Proven ability to develop and maintain large C++ libraries using STL
* Strong core computer science knowledge; data structures, numerical algorithms
* Experience of high performance development; optimisation, threading, profiling, parallel computing
* Passion for technology, innovation and delivering outstanding software.
* Evidence of ability to deliver to challenging schedule & requirements.
* Eligible to work in UK, able to pass a background/credit check
Highly desirable;
* Work experience in the finance industry, particularly Front Office and Fixed Income, Rates experience
* Use of Boost & NAG libraries
* GPU programming, particularly GPGPU/CUDA/OpenCL
* Compiler theory/cross-compilers/code generation