The ideal candidate for this position will have experience designing
and building frameworks for compute- and database-intensive
applications on both Windows and Linux. The candidate will have
experience with system integration projects, and be able to write code
to abstract complex functionality for use by domain-expert application
builders.
The developer will be expected to work closely with domain experts to
rapidly build out a full portfolio risk system capable of derivative
and asset valuation, deal capture and advanced analyics and
reporting. Agile methodologies will be used where appropriate to
continuously deliver business value over time.
Experience: Specific technical knowledge and experience that is required:
* 4-6 years programming C and C++ in professional setting
* 2-4 years building database-driven applications
* 2 years experience with scripting languages like Ruby/Python/Perl
* experience with common profiling and debugging tools
* experience programming on both Windows and Linux, writing portable code
* experience with functional programming styles
Optional skills which are preferred:
* experience with Matlab or using Matlab in an application framework
* experience coding for financial markets or energy markets
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