Agile C++ Developer - Rates GPU Optimisation
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.
* 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.
* 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
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