Description

Develop C++ libraries to integrate quantitative pricing models into the Murex FLEX API for equities and derivatives products.

This role is hybrid.

Responsibilities

• Architect performant, resilient components to insulate execution systems from external pricing code failures.
• Build monitoring components for pricing libraries and facilitate integration with Java and Python components.
• Partner with CI/CD teams to create DevOps pipelines, including containerization.
• Collaborate with quants and strats to enable the use of integration code within an agile scrum framework.

Required Skills

• 5+ years of experience in C++.
• Experience developing real-time distributed software systems within financial services.
• Experience building scalable computational distributed services and multiplatform enterprise services.
• Knowledge of data serialization and Inter-process communication (IPC) such as Google protocol buffers.
• Experience with Java Messaging Services (Active MQ or similar).
• Experience building and interfacing with REST APIs, including enterprise authorization and authentication.
• Experience implementing CI/CD processes for C++ applications on Linux, including dependency management and deployment (Jenkins, Sonar, Gitlab, etc.).
• Proficiency with Jira and Confluence.
• Experience developing service wrappers for Python or C++ libraries.

Preferred Skills

• Murex FLEX experience.
• Experience with equities, fixed income electronic trading, market data, or pricing.

Key Skills

Education

Any Graduate