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Agile C++ Developer - Rates GPU Optimisation

This job is no longer available

Recruiter
Huxley Associates
Posted
24 January 2013
Closes
21 February 2013
Ref
HA-12316174
Contact
Jamie Burgess
Function
Contract Type
Hours
Salary
£500 - £650 per day

Further information

Location: London

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

Leading Investment Bank requires a C++ developer with knowledge of Fixed Income to work on high performance grid computing solutions in a challenging Front Office environment.

* Experience of Front Office Fixed Income, Rates or Credit is essential *

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:
* 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.

Desirable
* 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 (max 4 weeks notice)

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

To find out more about Huxley Associates please visit www.huxley.com

Huxley Associates

Huxley Associates is an international recruitment agency specialising in the placement of senior professionals in a diverse range of sectors.