Vice President - Development - FXO Quant Development Team

Job Specs:

- Technical Team Lead for the Bangalore FXO Quant Dev team and main point of contact.

- Delegate, mentor and manage the work liaising with the manager in London.

- Support and development of tools for the Sigma pricing framework to meet the desk & team requirements

- Support and development of all infrastructure components

- Develop technical solutions for the desk as required

- Permissioning

- New spreadsheet/bug fixes

- Tool(s) to allow distribution of Sigma to users

- Bug fixes

- DMDS/Market Data issues

- Management of the FTP Servers used by Sigma globally

- Develop and maintain a testing framework for the Quant libraries

- Assist IT with integration issues

- Develop new components and enhance the Quant Library.

- Liaise with the DMDS team to create new DMDS classes and

Manage existing ones

Leverage other classes

implement functionality to allow these classes to be loaded, saved and queried via the Sigma framework

- Assist in the release of Sigma and IT quant libraries

- Development of systems/architecture relevant to the needs of the desk/team.

Requirement:

- A degree based on Software Engineering or mathematical subject from a top tier university

- Experience working in the UK/US in a RAD development environment where quick turn around is a requirement for the job.

- Spreadsheet development experience (Excel and VBA)

- C++11 or above (using Visual Studio 2013 with at least 10 years experience), including use of stl algorithms for various tasks like (filtering, searching specifics, inserting, etc.. ), thread (parallel execution) libraries, synchronisation, pooling tasks, streams etc..

- Experience in multithreading/multiprocessing low latency development in a windows environment.

- Extensive boost library usage

- Windows socket, network programming protocols, TCP/IP, HTTP etc..

- Working knowledge and usage of middle ware (enterprise messaging system) products like Tibco Rendezvous, hazle cast, websphere

- Any use of third party messaging libs like google protobuf

- Working knowledge of subscription based messaging architecture

- Familiarity and experience of windows APIs, MS COM like STA/MTA etc ..

- Hands on and extensive usage of python, including threads, system calls, sockets xmls etc..