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The Team: This group builds in-house analytics libraries for pricing and risk analysis within Fixed Income. This specific team is involved mainly with Interest Rate Derivatives.
The Project: The build of a new analytics library (in C++) that will be embedded into major trading systems within the bank's Fixed Income business.
The Role: Senior C++ Developer who will join this team as a "go-to" C++ expert and be capable of writing exceptional code.
The Skills: Clearly, the key skill here is C++. It is important and highly desirable that any applicant also be knowledgeable about Fixed Income instruments, such as Swaps, Swaptions, FX Spots / Forwards, Bonds, Repos, etc.
Peripheral parts of the core system are written in a combination of Python, .Net, VB, Excel, SQL and Java, so any additional skills within any of these are advantageous.
Based on the business-facing nature of this role, it is also important that this individual is also a clear, strong communicator, a quick-thinking problem solver and a flexible protagonist.
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