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.
What we’re looking for :
Skills that will help you in the role :
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.
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