C++ Developer - FX Options - Investment Banking

Our Investment Banking client are looking to hire an experienced C++ Developer with a background in FX Options.

You will be playing a key role in the development of the banks high profile global platform, working closely with the Options Trading Desk covering FX Options, Structured Products and Rates Options.

The platform has had huge investment and is currently going through a re-platform to a new grid-compute Back End which utilises the latest quant libraries.

You will play a key role in the development and enhancements as the area continues to grow.

Key requirements:

• Strong experience in C++ on Linux
• Excellent knowledge of FX Options Pricing
• Technically strong on Server Side, Real Time multi-threaded systems.
• Extensive knowledge and experience of developing low-latency trading systems is a plus.
• Excellent knowledge of performance tuning techniques.
• Have worked previously with messaging tools such as Tibco or Solace.