Senior C++ Quantitative Engineer

Title: Senior C++ Quantitative Engineer

Contract length: 9 months

Location: NYC, 3 days in office 28 Liberty St

Direct Client

Skills:

1. C/C++
2. Financial analytics for Securitized products
3. Linux environment and shell scripting
4. Python development
5. GIT, CVS
6. (CI/CD/CT, Agile methodologies)

Job Description:

The LSEG quantitative development group is responsible for implementing a wide range of models for securities valuation and risk management.

Our major initiative is to upgrade decades-old analytics code base (C/C++, Shell, Python) and build/test infrastructures to exit Yield Book from its non-strategic datacenter and migrate to Azure.

Roles and Responsibilities

• Refactor code for analytics compute servers and financial models to make them stateless
• Migrate code base from CVS source control into GIT, setup build/test/release pipelines
• Enhance existing testing framework, add more number quality tests, performance tests, make it easy to use by every developer with their local code base

Requirements

• Dedicated, goal-oriented, with good communication skills
• Ability to solve complex problems
• Strong object-oriented programming skills
• 15+ years of experience with C/C++
• Good understanding of financial analytics for Securitized products
• Experience with Linux environment and shell scripting
• Experience with Python development
• Knowledge of GIT, CVS
• Knowledge of software delivery process (CI/CD/CT, Agile methodologies)