Front office Pricing C++ Quant Developer – Paris

CRISIL LIMITED (An S&P Global Company)
Published
19th June 2020
Location
Paris, France
Category
Job Type
Salary
Confidential
Preferred Academic Qualification
MSc, CQF, MFE
Recruiter/Employer Name
Irham K

Description

Role Purpose

  • Support and development of tools to meet all “cross asset quant development” and “asset class” team requirements.
  • Support and development of all infrastructure components.
  • Develop technical solutions as required.

Key Responsibilities

  • Development and enhancing the features of the various cross asset components to meet the requirements of the business.
  • Release and building of components needed for the “asset class” desk and IT
  • Development of systems/infrastructure. Developing the infrastructure and capabilities needed to enable operational effectiveness and delivery of the desired results
  • Resolving issues with users and the IT teams in using the Quant libraries.
  • Developing close and effective working relationships within respective Functions /Businesses. Continuous and proactive interaction with the relevant stakeholders.
  • Working to ensure seamless communication and teamwork.
  • Working within a team, under the direction of Team Lead
  • Offering solutions to problems, supporting with the continuing development, implementation and improvement of the processes, structures, capabilities, capacity and infrastructure needed
  • Programming in a professional standard ensuring industry good practices are followed
  • Ensuring rapid development and deployment of features/components needed in the infrastructure. If any bugs are found they should be fixed as soon as possible
  • Learning new technologies and develop solutions from scratch
  • Provide support functions to the infrastructure including:
    • New tools/components and bug fixes
    • Resolving Market Data issues
    • Develop and maintain a testing framework for the Quant libraries
    • Assist IT with integration issues
    • Develop new components and enhance the Quant libraries.
    • Liaise with the team to create new classes and
      • Manage existing ones
      • Leverage other classes
      • Implement functionality to allow these classes to be loaded, saved and queried
    • Assist in the release of the pricing libraries
    • Development of systems/architecture relevant to the needs of the desk/team
    • Leveraging the use of cloud technologies to enhance the infrastructure, ensuring reliability, scalability and cost reduction

Qualifications

  • Educated to university degree level or equivalent (preferably in software engineering field)

Experience

  • At least 8 years of development experience using C++/C++17
  • Strong Experience in network programming, multi threading/multiprocessing low latency development
  • Solid experience of C++ concepts like templates and C++ 11 standard Library and C++ 17
  • Proficient in code versioning tools such as GIT, SVN etc.
  • Strong written and verbal communication skills and ability to work in a team
  • Focused on delivering high-quality results on time.
  • Good to have
    • Experience of using Google Cloud/AWS
    • Knowledge of web technologies, including web services/REST, HTML5, Node.js and Angular.js etc.
    • Experience in designing & implementing a web-based UI framework.
    • Python development experience
    • Spreadsheet development experience (Excel and VBA)
    • Database experience using Microsoft Database stack: SQL, SSIS and SSAS
    • Asset class knowledge

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