Our client, one of the largest banks in the world, over the years, has come up with many revolutionary ideas that changed the way people think about their finances.
As a Senior C++/C# Developer you will join the team which is responsible for building the strategic RFT Counterparty Credit Risk (CCR) generation system (XRisk/Eagle). The team is moving to a scalable microservice-based architecture, utilizing the RFT Wolf platform (C#) for workflow orchestration and the new experimental risk engine called Torus.
The successful candidate will be part of a team responsible for developing the components (in C++) required for simulation of market data using Monte Carlo methods into the bank’s state-of-the-art calculation engine processing millions of trades every day and contribute to its evolution through successful team collaboration.
What will you be doing?
- Agile development using C++ and C# using Visual Studio
- Full participation in Kanban software delivery process backed by Jira/Git/Bitbucket tooling with a strong emphasis on code reviews and team collaboration
- Delivering solutions within a DevOps environment with a relentless focus on automation of testing and deployment via TeamCity and internal testing frameworks
- Producing SOLID code with excellent test coverage
- Direct interaction with business product owners for architecture decisions related to the pricing
What we’re looking for:
- Extensive C++ experience covering: Server-side development, Service Oriented Architecture using Rest
- Ability to code in C# (need not have proficiency from day one)
- Automation / DevOps
- Excellent communication (in English) and team skills
Skills that will help you in the role:
- Database development, ideally with SQL Server
- Development in a scripting language such as Python
- Experience with in-memory data grid and/or no-SQL technologies (e.g. GridGain, Mongo)
- Experience building credit risk system in another bank or financial software house
Where will you be working?
The job requires frequent travelling to Prague (appr. 2 days/week). Please consider this before applying to the job post!
Please send us your resume ONLY if you are resided either in the Czech Republic or in Hungary!