C++ Developer - New York, United States - SANS Consulting Services, Inc.

SANS Consulting Services, Inc.
SANS Consulting Services, Inc.
Verified Company
New York, United States

3 weeks ago

Mark Lane

Posted by:

Mark Lane

beBee recruiter
Description

Position Details:


Murex is a third party solution is C++ based. The project they are running is extending Murex. It does valuations of trading positions**, instead of using murex
- they want to create their own**
The murex exposes a C++ API and they are building a whole infrastructure and use the models created by the bank's own quants and strats to value the position.

They want someone who is Core C++, they do have python, but it's a plus. The problem they have is Subject matter expertise, Equity derivatives and Fixed Income derivatives
-
familiar with people who worked with quants

Jenkins Gitlab Sonar cube and test automation frameworks.

Mid - level - 3-8 years who works with quants where the quants do Equity and Fixed Income derivatives
models. Someone who is no longer junior and hasn't led a team before. MUREX is not a must, just a nice to have**
MUST HAVE EXPERIENCE in financial services on a trade desk or quant desk
. - distributed messaging and real time message processing
. Developers who've worked with Quants and strats before and implemented onto the system**
They work in a scrum f
ashion, be familiar with scrum and Jira ( or rally or central or team foundation
) Work as a team be a team player. Get along with team mates and stakeholders meet with strat and quant counterparts multiple times a week

No rest services. The integration with murex is thru Flex API for C++, then they use middleware from murex, murex grid


TECH MATCH

MUST BE NEW YORK LOCAL - COME IN onsite TWICE A WEEK.

Duration is more than a year.

TITLE
Flex C++ Developer - FLEX is a part of Murex, must also have APIs this is for Equities and Derivatives (flex is the name for the extensible API, they are working with that)

Responsibilities

Develop C++ libraries to integrate Quant pricing models into Murex FLEX API for equities and derivatives products .
Work in
agile fashion with the rest of development team using
scrum / jira.
**Architect performant and resilient components which insulate the execution system from failures in the external pricing code. ( Work with strats and quants to enable them to use your

Work with
CICD t eam to create
devops pipelines for your code, including containerization .

Develop additional components for monitoring of pricing libraries, and integration with future other pricing components (Java & Python)
Requirements and skills

MUST HAVE CHECKLIST RECRUITERS MUST RUN THE CHECKLIST TURN PURPLE WHAT THEY DON'T HAVE
Expert level knowledge of C++

Experience developing and architecting real time distributed software systems in financial services.

Knowledge of the scrum agile framework

Experience with JIRA / Confluence
Excellent communication skills

Knowledge
of CI/CD pipelines (
Gitlab, Jenkins, Sonar, Redgate, Docker/ Kubernetes ) Really wants this, someone 7-8 years experience should have this.


Experience building
scalable computational distributed services
Experience with
multiplatform enterprise service development and challenges of data serialization

Experience with developing service wrappers for Python or C++ libraries Building and interfacing with REST API (including
Enterprise Authorization and Authentication )
Enterprise services (including
monitoring, state management )

Experience with Java Messaging Services (
Active MQ or similar ) Experience with
Inter-process communication (IPC) such as Google protocol buffers or similar
Experience with
RPCs MS SQL Server experience

Desirable skills and experience FOR BEST PRACTICES look for the below Pluses, because the people who do this are more likely to fit the Above Must Have Checklist

Murex FLEX experience is a plus. Experience working with Equities and Fixed Income electronic trading, market data and pricing is a plus.
Experience working with quantitative and trading teams is also a plus.

Java and Python skills are a plus


Title :
Flex C++ Developer

Job description:


Responsibilities:


  • Develop C++ libraries to integrate Quant pricing models into Murex FLEX API for equities and derivatives products.
  • Work in agile fashion with the rest of development team using scrum / jira.
  • Architect performant and resilient components which insulate the execution system from failures in the external pricing code.
  • Work with strats and quants to enable them to use your integration code.
  • Work with CICD team to create devops pipelines for your code, including containerization.
  • Develop additional components for monitoring of pricing libraries, and integration with future other pricing components (Java & Pyth
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