C+ Developer

2 meses atrás

Lisboa, Portugal Multivison, Lda Tempo inteiro

.We are looking for a C++ Developer to integrate our client's team in Lisbon.Typology: C++ Analyst DeveloperSeniority: 4+ years of experience (8+ years preferred)Mission/ Job Description/ Main Tasks: Westminster is the backbone C++ analytics library, developed within CIB for the valuation of Flow Rates products. It is used by a wide range of booking, pricing and risk systems across the Bank. The main project team covers the regular BAU activity as well as the team's participation in any projects without dedicated funding for work related to our library, and provides a key channel to delivering the latest research developments to a large existing user base.The Westminster team, originally based only in London, was expanded to Lisbon in 2020, with both locations now sharing the same pool of tasks. Candidates in this new position will work on Westminster in close cooperation with the London and Lisbon colleagues.The role will also involve working closely with FRG and other Quant Research teams, most of whom are located either in London or Lisbon. Good programming skills as well as an understanding of Flow Rates products and their risk are vital. Equally important is however the ability to communicate in an effective manner with other quants, developers and testers, and to build a good relationship with existing teams who operate in complimentary roles. Requirements Technical Skills: Strong knowledge of one or more programming languages, including C++ (the primary development language for Westminster) and Python (seeing a big rise in client use, increasingly the preferred choice for new tests, and the core of a new Test Platform in which Westminster Lisbon played a key role). Additional programming languages (C#, Java) are a bonus, as well as other scripting languages. Good analytics skills, namely mathematical/statistical intuition and logical reasoning. Familiarity with Microsoft Windows as an environment, and Excel as the historically dominant RAD tool. Good understanding of modern software development, ideally with experience in the industrialized, scalable testing of mission-critical applications (using e.G. automation tools and container technology). Some working knowledge of flow rates products and a basic interest in quantitative finance is expected. Any past experience working with large scale quantitative library (Risk, Pricing, P&L Explain) would be a bonus. Note: A strong academic background in mathematics/statistics or a closely related field (physics, engineering) will be highly valued.Please note these essential requirements for the position: Experience on the relevant techs: C++ mandatory; Python nice to have. Sharp and good analytical reasoning and problem solving skills (people with interest on probabilistic games like poker or sports betting tend to be good candidates)

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