- Develop, operate and support infrastructure software and tools for pricing and risk computation.
- Develop and integrate technologies such as messaging protocols and products.
- Design and implement automation strategies for our computation tasks.
- Deliver robust, high performance software.
- Work closely with FM traders and quantitative developers.
- Contribute to the design and implementation of the bank's Live Risks project.
Qualifications of an Ideal Candidate
- Formal education in Computer Science, Master degree or higher is preferred.
- Experience with functional programming in Haskell.
- Experience with C++ is a plus.
- Experience with concurrency, networking, OS, system-level tools and concepts is a plus.
- Solid computer science knowledge (algorithms, data structures, complexity, concurrency/parallelism)