Are you enthusiastic with the idea of working with cutting edge complex systems for a Big Tech Organization? Our client is paying top dollar for ROCK STAR talent who can see the big picture and can technically contribute and execute new strategies.
Opportunity will be part of a very talented, business facing development team and will be responsible for delivering new solutions to the front office teams across the global organization. Role will focus on Model Runtime Service (MRS) which is a grid-based distributed computation environment responsible for running mission-critical pricing and risk calculations using proprietary pricing libraries. The MRS is Microsoft HPC on AWS and development is mainly done with C# and .NET framework.
We are looking for an experienced engineer with C# grid development to take a lead position in the ongoing development and devops activities of MRS. You will work with other developers, quantitative analysts and business users and contribute to analysis, design and development of systems, business processes, data and interfaces.
The role will be focused on Development and DevOps and Requires the following:
- Degree from Major University - preferably in Computer Science or Engineering
- Exceptional development skills in C# and .NET platform
- Experience with Linux and Microsoft HPC environments
- Confident in writing and debugging concurrent and multithreaded services on .NET platform in a distributed computing environment
- Strong understanding and hands-on practice of object-oriented programming, design patterns and software development best practice
- Demonstrable experience in cloud environments provisioning (AWS, Azure, etc.) using public APIs
- Experience with DevOps Continuous Integration tools (Ansible, Kubernetes, Jenkins, TeamCity, etc.)
- Experience of Agile methodology and the full development cycle
Highly Desired Requirements:
- Any experience working with C++ pricing libraries
- Good understanding of pricing and risk calculations concepts in derivatives world
- Big Tech experience (Google, Amazon, Tesla, Netflix, Facebook, Amazon, etc.)
- Previous experience working with the development and DevOps of similar grid-based distributed systems
- Strong understanding of programming paradigms such as distributed architectures and multi-threaded program design
- Familiarity with web based dashboards and web development in general
- Familiarity with Excel including developing and debugging large macros