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Lead C++ Software Engineer

EPAM

Prague, Czech Republic

Currently we are looking for a Lead C++ Software Engineer for our Prague office to make the team even stronger.

The department was one of the first truly cross-asset teams to be created within the Investment Bank. Comprised of over 1400 people in 9 countries, the objective is to consolidate, streamline and simplify the generation, analysis and visualization of risk within the Investment Bank onto strategic, cross-asset platforms. The migration from a legacy, siloed, asset class specific environment to a shared, cross-asset, platform is a complex one and we’re running that work as a programmer. Within the program there are a number of key work-streams including Risk Generation, Risk Publication, Market Data and Static Services, Trade Object Services, Streaming Pricing, Price Generation, Analytics Integration, and Excel & Risk Tools.

Responsibilities

Act as a server developer on intraday and EOD risk systems:

  • Core work to support multiple asset classes and business including FX, equities and rates;
  • Work on pricing and risk platforms covering the full range of exotics and vanilla products dealt by our traders;
  • Work closely with other technology teams in London, New York, and Hong Kong, as well as Front Office (our primary users), Risk Managers, Product Control and Quants.
  • Work as part of a global team, would be expected to carry out and own all steps of the development lifecycle to help deliver and build the future risk architecture for the business;
  • Own problems and drive solutions;
  • Work with the business, analysts and project managers to understand and deliver requirements;
  • Analyze requirements to find the most appropriate technical solution and create a technical specification where needed;
  • Develop and deliver those requirements;
  • Work to release changes, through testing UAT and deployment cycles.

Requirements

  • 5+ years of C++ development experience;
  • Detailed knowledge of C++, templates, STL with exposure to boost or similar being desirable;
  • Strong structured development skills, able to discuss practical use of various languages in detail, describing common pitfalls and strategies for safe development;
  • Knowledge of design patterns, data structures, algorithms and general problem solving;
  • Knowledge of development best practices such as TDD, code reviews etc. and to be comfortable working in the Agile team;
  • Broad exposure to a range of development languages and technical skills, for example C#, SQL, XML, XSLT;
  • Experience working in a Microsoft environment;
  • Ability to deliver quality accurate solutions to tight time-scales;
  • Ability to multi-task and be able to deal with changing priorities and requirements;
  • Must be team player able to share knowledge and communicate well with people in and outside the team;
  • Strong work ethic and disciplined approach to time management.

Nice to have

  • Experience in Oracle Coherence or similar grid cache technology desirable;
  • Ability to think analytically;
  • Commercial FX, Fixed Income, Equities or derivatives business knowledge;
  • Knowledge of Git/Bitbucket and associated workflows.

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