C++ Developer

Our team is the backbone C++ analytics library, developed within CIB for the valuation of Flow Rates products. It is used by a wide range of booking, pricing and risk systems across the Bank. The main project team covers the regular BAU activity as well as the team's participation in any projects without dedicated funding for work related to our library, and provides a key channel to delivering the latest research developments to a large existing user base.

The role will also involve working closely with FRG and other Quant Research teams. Good programming skills as well as an understanding of Flow Rates products and their risk are vital. Equally important is however the ability to communicate in an effective manner with other quants, developers and testers, and to build a good relationship with existing teams who operate in complimentary roles.

Requirements

Technical Skills:

• Strong knowledge of one or more programming languages, including C++ (the primary development language) and Python (seeing a big rise in client use, increasingly the preferred choice for new tests).
• Additional programming languages (C#, Java) are a bonus, as well as other scripting languages.
• Good analytics skills, namely mathematical/statistical intuition and logical reasoning.
• Familiarity with Microsoft Windows as an environment, and Excel as the historically dominant RAD tool.
• Good understanding of modern software development, ideally with experience in the industrialized, scalable testing of mission-critical applications (using e.g. automation tools and container technology).
• Some working knowledge of flow rates products and a basic interest in quantitative finance is expected.
• Any past experience working with large scale quantitative library (Risk, Pricing, P&L Explain) would be a bonus.

Soft Skills:

• Good interpersonal skills given the numerous actors in this project.
• Able to work autonomously within the requirements of the project and with both IT and quant teams.
• A flexible, hands-on attitude and willingness to make things happen.