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Senior C++ Engineer
4 months ago
Leading Commodities Energy Trading Firm are hiring for a Senior C++ Developer/Architect.
In order to better equip the front office teams, they are developing a new valuation and risk engine.
There are several components in the system:
C++ library. Highly portable, can be compiled with MSVC on Windows, GCC on Linux, or Clang on both platforms.
DB connectivity modules – Oracle and SQLite.
Python wrapper exposing most of the functionality of the library to strats and traders.
As a core member of the Risk & PnL team building the new risk engine, located in London, UK you will have:
- 8+ years’ experience/full proficiency in C++; Some familiarity with Python
- Ability to architect and implement code to address high-level requirements
- Experience implementing high-performance algorithms & grid computations
- Master’s/PhD in computer science, applied mathematics, financial engineering, or an equivalent field from a top university
- Excellent communication and interpersonal skills.
- Full proficiency communicating in English in a business context (verbal & written)
In this role, you will have the opportunity to work closely with their traders in various commodity markets, ranging from power, LNG, natural gas and oil to carbon certificates and guarantees of origin, as well as with desk-affiliates quants and the various software engineering teams.
Please contact Ciara Clarke for a confidential discussion on this role.
