Quantative Risk Developer Junior/mid C++ - London, United Kingdom - eFinancialCareers
Description
Description
To work in a dynamic and productive quantitative development team that is doing serious development work on code which moves billions of dollars every day.
Work with the quantitative research team to discuss the mathematical specifications, design and developand test the core algorithms in C++, and work with IT teams to get them into production, on premises or in the cloud.
Principle Accountabilities:
- Code development of new quantitative risk models within the CME production C++ code bases (based on mathematical specifications and research code).
- Writing unit and functional test cases and obtaining test data from systems or other groups.
- Work with the QA teams to ensure correctness not only within the code itself but also the integration into the wider system infrastructure (e.g. data integrity, correct usage).
- Work with IT teams to help bring the code into production.
- Collaborate with offshore development teams to guarantee a timely delivery.
Skills and Software Requirements:
- Masters in Computer Science, Financial Engineering, (Financial) Mathematics or related field.
- Good knowledge of modern C++ and 2+ years of experience.
- Experience in quantitative development or in similar areas of algorithmic development (e.g. physics) is a plus.
- Ability to read and understand mathematical and algorithmic specifications.
- Possession of good analytical, mathematical, and problem solving skills. Quantitative knowledge is a plus.
- Basic knowledge of Java and/or C#.
- Working knowledge of versioning systems (e.g. git) and development environments (e.g. Studio, Eclipse).
- System experience with Linux/Unix environments, databases, Latex is a plus.
CME Group:
Where Futures Are Made
More jobs from eFinancialCareers
-
Senior Manager, Capital Regulatory Reporting New
London, United Kingdom - 1 day ago
-
Avp Front Office Supervision
London, United Kingdom - 1 week ago
-
Assistant Cross Asset Macro Pm/quant Analyst
London, United Kingdom - 1 week ago
-
Expatriate Tax Advisor
London, United Kingdom - 1 day ago
-
Tax Operations Analyst
Glasgow, United Kingdom - 1 week ago
-
Accounts Payable
London, United Kingdom - 1 day ago