LSEG Romania
LSEG Romania

LSEG Romania

LSEG is Open. LSEG (London Stock Exchange Group) Technology and Operations Hub in Bucharest plays a key role in providing services to the wider Group and its clients across the world. LSEG Romania employs professionals to cover a wide range of technology, web services, research and development and corporate function roles, in a team of 330+ colleagues in Bucharest, continuing to grow.

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C++ Quantitative Developer (Fixed - Term - 18 months) | LSEG Romania
Job
  • Work place: Office centric

  • Collaboration: Employment contract

  • Work time: Full Time

  • Seniority: Individual Contributor

  • Experience: 2-4 years

  • Updated on: 2 months ago

  • Vacant from: 23 Jul, 21

  • Expires on: 23 Sep, 21

  • Pay: Negotiable

  • Categories: Backend, Fullstack

Company
  • Size:101 - 500 employees

  • Industry:Information Technology and Services

Market (net €/month)
  • Only Loginro members with a minimum completed profile that share their salary expectations for this position may access its industry median pay.
Role

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 types wrapper. Care must be taken to interact accurately with the underlying C/C++ elements of the existing code as well as with the external callers through Python, for example.

Requirements

Skills and Experience:

  • At least 3-5 years of quantitative development experience in IT industry, or quantitative finance.
  • Expert level hands-on confirmed knowledge of C/C++ is a requirement.
  • Good design skills. Knowledge of design patterns a plus.
  • Academic degree (PhD or MS) in Engineering, Mathematics, Science, Operations Research or similar quantitative fields is a 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 social 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.

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.

Available in

București

Benefits included

Meal tickets

Medical subscription

Medical insurance

Work from home

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