Senior C++ Developers
Location: Bucharest, Romania

One of our clients is amongst the largest North American banks by market capitalization with more than 80,000 employees around the world. The bank serves clients in a variety of financial services, including wealth management and investment management.

Analytics Integration Services (AIS) is a global team whose purpose is to facilitate the integration of the banks pricing and risk analytics libraries into the IT ecosystem by devising, implementing and supporting APIs, as well as ensuring that the computations can be distributed efficiently on the compute grid. It is also part of a larger IT ecosystem, and requires a collaborative mindset for working with multiple teams to deliver solutions. Internally, the team operates in an Agile framework, which necessitates meticulous organization of short term tasks which are re-prioritized frequently based on goals set by stake holders. The tasks are also collectively delivered by the team, so the role requires a willingness to develop a breadth of skills for contributing to any and all projects, while maintaining deep knowledge in certain projects/technical areas.

We are looking for C++ Developers to join an established team which is responsible for maintaining the build/release pipeline, coordinating with stakeholders for devising specifications, implementing models and pricing engines including xVA models, providing architecture design and development of the xVA system, and continuously upgrading the technology stack to required standards. This position requires proficiency in software development skills, specifically in C++. The candidate is expected to contribute with new ideas, work in a global team, and should have a pragmatic approach.

 

Required
  • University degree (or equivalent work experience) in Computer Science (or related fields)
  • Experience with model analysis and improvement (calibration, risk stability, market data, etc.)
  • Financial knowledge of fixed income
  • Experience with exposing and integrating analytics into front office IT systems
  • Strong command of C++ and/or python

Preferred
  • Experience with multiple platforms (Windows, Linux), compilers and tools for C++
  • Experience with building/test/release infrastructure Experience with large scale refactoring projects
  • Experience with exposing C++ type hierarchies to other languages (Swig, JNI or C++/CLI)

Competencies
  • Experience in large-scale computing systems (cloud, xVA, etc)
  • Experience in derivative pricing
  • Knowledge in xVA concepts
  • Experience in VBA/Excel pricing sheetsHighly motivated and takes initiative
  • Ability to cope with changing priorities
  • Takes accountability for their own work
  • Aligns immediate needs with long-term strategies

This is a unique opportunity to join a world leading capital markets technology consultancy, working with some of the best technically minded professionals in the industry presently. You will gain unrivalled commercial experience with Phi Partners and one of the world’s most exciting and best banking organisations and play an integral role in their transformation over the next five years.
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*We regret that because we receive a high volume of quality applications, only those shortlisted will be contacted directly.
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