Our client is searching for an experienced C++ Developer to work in their Connecticut office. The ideal candidate will be responsible for enhancing existing C++ commodities pricing library to price all OTC physical gas products including (but not limited to) physicals, transport and storage trades. You will be advising on and implementing the appropriate architecture, data model, and system design and interfacing requirements for each project
Responsibilities:
- Calculate risk, VaR and p&l explains for physical gas products using the above library
- Provide ability/hooks to price adhoc and custom physical products
- Responsible for all phases of the technology life cycle
- Provide day to day support to the business, including investigating and triaging issues that arise.
- Coordinating and communicating specific subject matter knowledge to the design and integration phase of each project
Required Skills
- Well-versed in C++
- Experienced in building libraries to price financial instruments
- Exposure to OTC/Derivatives trade life cycle and position management
- Knowledge of physical gas markets in North America would be beneficial
- Strong computer science fundamentals (data structures, algorithms, distributed development, system design)
- Past experience working within a globally distributed team would be beneficial
- Proactive individual with experience working within a fast paced environment
- Strong written and verbal communication skills on both technical and non-technical topics
Desired Skills:
- Experience working with RDBMS (Sybase, SQL Server, Oracle) both in a schema design and application development capacity
- Knowledge of Python a plus
Personal/Communication Skills:
- Outstanding analysis / problem solving skills
- Excellent communication and teamwork skills
- Intellectual curiosity. A strong desire and aptitude to learn and share ideas and knowledge with colleagues.
- Open and flexible to change (programming language, evolving specs, different business areas, etc.)
- Self starter who is comfortable interfacing with a diverse set of people (Traders, Quants, Trading Assistants, etc)
- Ability to manage multiple tasks in a demanding and changing environment
Background / Experience:
- Technical education should include an undergraduate and/or advanced computer science, electrical engineering or other relevant applied science
- Proven track record in software design and development
If you would like to be considered for the position of C++ Developer, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team.
