Agile C++ Developer - GPU Optimisation - Risk

City of London
£500 - £650 per day
23 Jan 2013
20 Feb 2013
Jamie Burgess
Full Time

Location: London

Key Tech: C++, STL, STL, Real-time, Multi-threading, Parallel-processing, NAG, GPU (GPGPU / CUDA / OpenCL), Grid Computing, Agile, TDD. Fixed Income / Rates.

Leading Investment Bank requires a talented C++ developer to work on high performance grid computing solutions based in London.

The successful candidate would be working with cutting edge hardware and state of the art software tools, delivering real-time pricing & risk applications, on-site in a Front Office environment.

Essential Skills
* Proven ability to develop and maintain large C++ libraries using STL
* Strong core computer science knowledge; data structures, numerical algorithms
* Experience of high performance development; optimisation, threading, profiling
* Passion for technology, innovation and delivering outstanding software.

* Fixed Income / Rates knowledge
* Use of Boost & NAG libraries
* GPU programming, particularly GPGPU / CUDA / OpenCL
* Java and C# / .NET experience
* Compiler theory / cross-compilers / code generation
* Work experience in the finance industry, particularly front office

Rate: £500-£650/day
Duration: 12 month contract (depending on experience)
Start: ASAP (Feb)

Apply with your latest CV or call for further info...

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