Strong C++/Linux/Python They will work with the various Trading desks/Quants to integrate home grown Valuation Models to the Murex platform
C++ Developer/Hybrid 2-3 days a week
- Develop C++ libraries to integrate Quant pricing models into Murex FLEX API for equities and derivatives products.
- Work in agile fashion with the rest of development team using scrum / jira.
- Architect performant and resilient components which insulate the execution system from failures in the external pricing code.
- Work with strats and quants to enable them to use your integration code.
- Work with CICD team to create devops pipelines for your code, including containerization.
- Develop additional components for monitoring of pricing libraries, and integration with future other pricing components (Java & Python)
Requirements and skills
- Experienced 3-8 years of experience in C++ Experience developing real time distributed software systems in financial services.
- Knowledge of the scrum agile framework
- Experience with JIRA / Confluence
- Excellent communication skills
- Experience building scalable computational distributed services Experience with multiplatform enterprise service development and challenges of data serialization
- Experience with developing service wrappers for Python or C++ libraries Building and interfacing with REST API (including Enterprise Authorization and Authentication) Enterprise services (including monitoring, state management)
- Experience with Java Messaging Services (Active MQ or similar)
- Experience with Inter-process communication (IPC) such as Google protocol buffers or similar experience implementing a Continuous Integration/Continuous Development (CI/CD) process for C++ applications including dependency management and deployments to Linux environments (Jenkins, Sonar, Gitlab, etc)
Desirable skills and experience
- Murex FLEX experience is a plus.
- Experience working with Equities and Fixed Income electronic trading, market data and pricing is a plus.
- Experience working with quantitative and trading teams is also a plus.
- Python skills are a plus