Core Pricing and Risk Platform - Senior C++ Developer

The role

This person will build and enhance high throughput Linux based services. They will integrate and maintain pricing models for trading and risk calculation within the core technology platform.

What you will do

• Build and enhance high throughput Linux based services
• Integrate and maintain pricing models for trading and risk calculation
• Potential to work with order, trade, position managers, product reference and market data systems
• Design and develop systems with pricing quants, quantitative developers, traders and operations staff
• Work primarily in C++ and Python
• Direct interaction with risk managers and trading desk

Required qualifications

• 4+ years of experience of a front or middle office role
• Expert in low latency, high throughput Linux development using advanced C/C++, STL
• Key experience in designing and implementing multithreaded and distributed systems
• Advanced knowledge of distributed network architecture
• Proficient with Linux / GCC development toolchain and Linux Red Hat OS
• Team player with good communication skills

Nice to have

• Experience working with pricing models
• Good knowledge of Equities, Futures, Options, Swaps asset classes
• Good knowledge of execution lifecycles and instrument lifecycles (such as corporate actions, settlement, bond coupons, swap resets)
• Experience with QT/WX/MFC GUI Frameworks

Benefits

• Initiatives and programs to enable employees achieve a healthy work-life balance

About the company

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager. It is a technology and data driven group implementing a scientific approach to investing.