Job description


  • Entry level
  • No Education
  • Salary to negotiate
  • Prague


Senior C++ Developer for Torus Project - 90224886
Primary Location:Czech Republic-CZ-Prague-Prague
Job Type:Permanent/Regular
Posting Range:19 Mar 2019 - Ongoing
Senior C++ Developer for Torus project
Czech Republic, Prague
About Analytics Integration Team and Torus Project

The Analytics Integration team is responsible for building and maintaining the application layer/framework that enables risk generation systems to use the quantitative analytics (QA) library which is used for pricing and risk calculations for financial derivative trades. The new version of this library called QA Omega is based on graph execution and requires the Analytics Integration team to build-out a new framework which is called Torus. Torus will provide features such as plug-ins for reading from various in-house data sources, caching logic to store frequently used data in an in-memory caching layer such as GridGain, a distribution mechanism to enable execution of the quantitative analytics calculations in parallel on an in-house computing grid of thousands of CPUs and GPUs and eventually also public cloud services. The core of Torus will be implemented in C++, but it should provide bindings in various languages, mainly C#, Java and Python. Torus is intended to run on Windows and Linux. The team is currently based in New York and London and they are planning to establish significant presence in Prague. This is a great opportunity to be at the start of something new.
What will you be doing?

The successful candidate will contribute to the build-out of Torus framework to support new financial derivative product types, additional types of market data, additional data sources, to provide new ways to distribute the calculations to in-house computing grid as well as public cloud services, to provide new language bindings for various in-house client applications and more. Another important part of the job is to provide support to the client teams using Torus or current version of the analytics integration framework. The role requires strong knowledge of C++ and strong appreciation of best development practices.
• Implement new features of Torus framework as per the requirements
• Work on all stages of the development lifecycle (analysis, design, implementation, unit and integration testing)
• Focus on good code quality and high test coverage, participate in code reviews
• Create and maintain various scripts used for automated execution on the build server Provide developer support to the teams which use Torus or its predecessor in their risk calculation systems
What we’re looking for:

• Bachelor degree (or higher) in a technical, science, engineering, or mathematical discipline
• Multiple years of experience in software development of a back-end system or framework
• Very strong knowledge of C++, OOP and design patterns
• Good knowledge of SW development best practices
• Working knowledge of source control, unit and integration testing, continuous integration
• Good written and spoken English
• Proactive, thorough, well organized and energetic
• Ability to work independently with minimum supervision
• Excellent problem-solving skills
Skills that will help you in the role:
• Experience with writing C++ code running on both Windows and Linux is a plus
• Prior knowledge of financial derivatives and their pricing and risk is a big plus, but not a strict prerequisite
• Knowledge of additional programming languages such as C#, Java and Python would be welcome
Where will you be working?

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