We are looking for a Senior C++ Developer for the Investment Bank Risk division, which operates across the organization, and globe to protect Barclays' financial performance and reputation. The role is in the global Quantitative Analytics function, working in the Counterparty Credit Risk (CCR) team.

Popis pozice:

• Develop, maintain and extend the C++ libraries to deliver quantitative models and risk management of financial products
  across various asset classes, including Interest Rates, Credit, Equity, Foreign Exchange, Commodities, Emerging Markets
  , and Counterparty Risk Trading using Monte Carlo and graph distribution frameworks.
• Implement and extend prototype application (python) as necessary and on the C++ libraries following its full deployment
  life-cycling liaising with IT teams.
• Help and support modelers to deliver prototypes using or extending as appropriate our customized python-written
  platform.
• Perform ad hoc computations and assess numerical implementations of analytical modules, models, and methodology.
• The position is suitable for a proactive individual which can work with minimum supervision and can thrive in a demanding
  environment.
• The candidate will be expected to take full responsibility of delivering counterparty credit risk models, including requirements gathering, data sourcing, prototyping, production implementation, testing, and documentation.

Profil kandidáta:

• Bachelor's degree level in quantitative subjects i.e. Computer Science, Engineering, Physics or Mathematics and be at ease with financial math and models.
• Have strong competence in modern C++14 (expert level) and deep knowledge of numeric methods, data structures and algorithms.
• Very confident with source controls, continuous integration systems, and several technologies.
• Working knowledge of Python, including numpy and pandas.

Skills that will help you in the role:

• Have knowledge of financial maths
• Have product knowledge on one or more asset class (IR, FX, Credit, Equity)
• Experience with multi-threading, multi-processing and/or grid distribution
• Knowledge of functional programming

Nabízíme:

Our customer offers every colleague to choose the best options for their personal circumstances. These include a competitive salary and
pension, health care and all the tools, technology and support to help you become the very best you can be.