Location: New York City, NY on hybrid basis (1-2 days/week on site)
Duration:6 months with a likely extension
Key Skills: Key skills: C++ on Linux, Derivatives background (Equities or Fixed Income), or at least work on a Trading Desk
or Quant Desk, Murex FLEX api experience, DevOps Skills, experience in a Scrum environment (Jira/Agile)
Mid level candidates needed (3-7 years experience ideal)
Local candidates strongly preferred, interview will be 2 phone calls
Responsibilities
Develop C++ libraries to integrate Quant pricing models into Murex FLEX API for equities and derivatives products.
Work in agile fashion with the rest of the development team using scrum / jira.
Architect performant and resilient components which insulate the execution system from failures in the external pricing code.
Work with strats and quants to enable them to use your integration code.
Work with the CICD team to create devops pipelines for your code, including containerization.
Develop additional components for monitoring of pricing libraries, and integration with future other pricing components (Java & Python)
Skills: Requirements and skills
Experienced 3-8 years of experience in C++ Experience developing real time distributed software systems in financial services.
Knowledge of the scrum agile framework
Experience with JIRA / Confluence
Experience building scalable computational distributed services
Experience with Java Messaging Services (Active MQ or similar)
Experience with Inter-process communication (IPC) such as Google protocol buffers or similar
Desirable skills and experience
Murex FLEX experience is needed.
Experience working with Equities and Fixed Income electronic trading, market data and pricing is a plus.
Experience working with quantitative and trading teams is also a plus.
Python skills are a plus.
Thanks & Regards,
Manoj sistla
Phone: 214.446.5855 X 112
Email I’D : [email protected]
www.adeptconsultants.com