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- No Education
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Senior C++ Developer for Torus Project - 90224886
Primary Location:Czech Republic-CZ-Prague-Prague
Posting Range:19 Mar 2019 - Ongoing
Senior C++ Developer for Torus project
Czech Republic, Prague
About Analytics Integration Team and Torus Project
The Analytics Integration team is responsible for building and maintaining the application layer/framework that enables risk generation systems to use the quantitative analytics (QA) library which is used for pricing and risk calculations for financial derivative trades. The new version of this library called QA Omega is based on graph execution and requires the Analytics Integration team to build-out a new framework which is called Torus. Torus will provide features such as plug-ins for reading from various in-house data sources, caching logic to store frequently used data in an in-memory caching layer such as GridGain, a distribution mechanism to enable execution of the quantitative analytics calculations in parallel on an in-house computing grid of thousands of CPUs and GPUs and eventually also public cloud services. The core of Torus will be implemented in C++, but it should provide bindings in various languages, mainly C#, Java and Python. Torus is intended to run on Windows and Linux. The team is currently based in New York and London and they are planning to establish significant presence in Prague. This is a great opportunity to be at the start of something new.
What will you be doing?
The successful candidate will contribute to the build-out of Torus framework to support new financial derivative product types, additional types of market data, additional data sources, to provide new ways to distribute the calculations to in-house computing grid as well as public cloud services, to provide new language bindings for various in-house client applications and more. Another important part of the job is to provide support to the client teams using Torus or current version of the analytics integration framework. The role requires strong knowledge of C++ and strong appreciation of best development practices.
• Implement new features of Torus framework as per the requirements
• Work on all stages of the development lifecycle (analysis, design, implementation, unit and integration testing)
• Focus on good code quality and high test coverage, participate in code reviews
• Create and maintain various scripts used for automated execution on the build server Provide developer support to the teams which use Torus or its predecessor in their risk calculation systems
What we’re looking for:
• Bachelor degree (or higher) in a technical, science, engineering, or mathematical discipline
• Multiple years of experience in software development of a back-end system or framework
• Very strong knowledge of C++, OOP and design patterns
• Good knowledge of SW development best practices
• Working knowledge of source control, unit and integration testing, continuous integration
• Good written and spoken English
• Proactive, thorough, well organized and energetic
• Ability to work independently with minimum supervision
• Excellent problem-solving skills
Skills that will help you in the role:
• Experience with writing C++ code running on both Windows and Linux is a plus
• Prior knowledge of financial derivatives and their pricing and risk is a big plus, but not a strict prerequisite
• Knowledge of additional programming languages such as C#, Java and Python would be welcome
Where will you be working?
With 120 thousands of employees and over 326 years of tradition, we are one of the largest banking company in the world. Over the years, we have come up with many revolutionary ideas that changed the way people think about their finances; whether it was the first credit card issued in Great Britain or the first ATM machine, we have always been trying to push the banking business a little further. Our Prague office is part of the Operations and Technology Division, and as such, we try our best to stay at the top of our technological game. However, the technology itself is not the most important thing. What matters the most to us is the way our ingenuity can help provide better service to our customers and make life easier for our employees.
Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.
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About the company
Barclays moves, lends, invests and protects money for 48 million customers and clients worldwide.
We have over 325 years of history and expertise in banking. From our beginnings in Lombard Street, London through to the launch of the world’s first ATM and innovative mobile phone payments services, find out more about our achievements to date.
Barclays is a trading name of Barclays Bank PLC and its subsidiaries. Barclays Bank PLC is registered in England and is authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority. Registered in England. Registered No. 1026167. Registered office: 1 Churchill Place, London E14 5HP.