C++ Quantitative Developer

Employer: LSEG Romania
  • IT Hardware
  • IT Software
  • Job type: full-time
    Job level: 1 - 5 years of experience
  • Updated at: 25.02.2021

    Project Description

    ISD Analytics / Yield Book prides itself in setting a market standard for RMBS prepayment models that are the cornerstone of Fixed Income Analytics products and services provided by the firm. This project involves the refactoring/re-engineering the existing prepayment model interface in order to allow greater flexibility of delivery, including RESTful interface for model-as-a-service in the cloud, for example.

    Detailed Project Description:

    The existing prepayment model C interface evolved in a very non-cloud friendly way. This project would involve modifying this interface to a wider set of use cases, such as accommodating a python ctypes wrapper. Care must be taken to interact properly with the underlying C/C++ elements of the existing code as well as with the external callers through Python, for example.

    Skills and Experience:

    • At least 3-5 years of quantitative development experience in IT industry, or quantitative finance.

    • Expert level hands-on proven knowledge of C/C++ is a requirement.

    • Good design skills. Knowledge of design patterns a plus.

    • Advanced academic degree (PhD or MS) in Engineering, Mathematics, Science, Operations Research or similar quantitative fields is a strong plus.

    • Knowledge of Fixed Income and/or Mortgage-Backed Securities is not required, but is a plus.

    • Experience in Python programming language is a strong plus.

    • Knowledge of Linux operating system, csh/bash/ksh is a strong plus.

    • Knowledge of Amazon Web Services (especially AWS Certification) is a strong plus.

    • Strong work ethics and culture of responsibility and leadership.

    • Strong communication skills. Team player.

    • Familiarity with source control system such as GIT and modern build and release systems.

    • Familiarity with modern IDEs is a plus.

    • Strong analytical and problem-solving skills, good attention to details.

    • Strong self-motivation to face technical challenges.

    • Good communication skills and team player.

    Diversity & Inclusion

    People are at the heart of what we do and drive the success of our business. Our colleagues thrive personally and professionally through our shared values of Integrity, Partnership, Innovation and Excellence are at the core of our culture. We embrace diversity and actively seek to attract people with unique backgrounds and perspectives. We are always looking at ways to become more agile so we meet the needs of our teams and customers. We believe that an inclusive collaborative workplace is pivotal to our success and supports the potential and growth of all colleagues at LSEG.

    About Us

    London Stock Exchange Group (LSE.L) is a diversified international market infrastructure and capital markets business sitting at the heart of the world's financial community. The Group can trace its history back to 1698.

    The Group operates a broad range of international equity, bond and derivatives markets, including London Stock Exchange; Borsa Italiana; MTS, Europe's leading fixed income market; and Turquoise, a pan-European equities MTF. It is also home to one of the world’s leading growth markets for SMEs, AIM. Through its platforms, the Group offers international business and investors unrivalled access to Europe's capital markets.

    Post trade and risk management services are a significant part of the Group’s business operations. In addition to majority ownership of multi-asset global CCP operator, LCH Group, LSEG operates CC&G, the Italian clearing house; Monte Titoli, the T2S-ready European settlement business; and globeSettle, the Group’s newly established CSD based in Luxembourg.

    The Group is a global leader in indexing and analytic solutions. FTSE Russell offers thousands of indexes that measure and benchmark markets around the world. The Group also provides customers with an extensive range of real time and reference data products, including SEDOL, UnaVista, and RNS.

    London Stock Exchange Group is a leading developer of high performance trading platforms and capital markets software for customers around the world. In addition to the Group’s own markets, over 35 other organisations and exchanges use the Group’s MillenniumIT trading, surveillance and post trade technology.

    Headquartered in London, with significant operations in North America, Italy, France and Sri Lanka, the Group employs approximately 4,700 people.

    Values & Behaviours

    Integrity: My word is my bond. Integrity underpins all that we do – from unshakable dedication to building and supporting global markets based on transparency and trust, to every transaction across our business with each and every stakeholder. We are a source of enduring confidence in the financial system, so when we say that our work is our bond – we mean it.

    Partnership: We collaborate to succeed. We pride ourselves on working together as proactive partners, building positive relationships with our colleagues, customers, investors, regulators, governments and shareholders – for our mutual success and the benefit of all.

    Innovation: We nurture new ideas. We are ambitious and forward-looking – a pioneering Group of market innovators, driven by fresh thinking that has kept us ahead of change. We prudently and proactively invest to make sure that out markets and services constantly moving forward, developing and evolving with advances in technology.

    Excellence: We are committed to quality. We have a fundamental commitment to developing talented teams who deliver to the highest standards in all that we do. By collaborating together, we will sustain industry-leading levels of excellence, setting the benchmarks that inspire ever better performance.

    We are looking for intellectually curious people, interested in the bigger picture of how technology industry is evolving, ready to ask difficult questions and deal with complicated scenarios. If you a forward thinker and problem solver, this is the place to be as will be supporting you to fast forward your career.

    We maximise each employee’s potential through personal development through a wide range of learning tools both formal and informal. We believe in remunerating our people with competitive salaries and a range of attractive benefits such as:

    • Pillar 3 Supplemental Pension

    • 25 days’ holiday a year

    • Private medical insurance

    • Group life insurance policy

    • Meal vouchers

    • Share Purchase Plan

    • Volunteering Days

    • Bookster