Senior C++ Developer for Torus project
Prague, Czech Republic
před 9 dny


About Risk, Finance and TreasuryTechnology

TheRisk, Finance and Treasury Technology team (RFT) comprises 3500 colleaguessituated in the major hubs of United Kingdom, United States, India and CzechRepublic.

We are accountable for the delivery of technology for Risk, Financeand Treasury Functions globally, working in partnership with our Businesscustomers to develop and implement long term strategic IT solutions.

We supportmore than 450 applications and a user base of 7000+ staff across all businessunits and major geographic hubs, enabling them to effectively manage capitaland liquidity, assess internal and external risk metrics, and meet regulatoryreporting requirements.

Core Valuations & Analytics team is responsible forimplementation of strategic core risk computation platform for the Bank.

The systemuses grid of 80,000 compute engines to run millions of trade pricing and riskrequests a day, while maintaining 24*7 availability.

Our development approachis based on agile techniques with focus on best practices in the entiredevelopment lifecycle. Test driven development with continuous integration andcontinuous delivery are central to how we reduce time to market whilemaintaining high quality.

About Analytics Integration Teamand Torus Project

The AnalyticsIntegration team is responsible for building and maintaining the applicationlayer / framework that enables risk generation systems to use the quantitativeanalytics (QA) library which is used for pricing and risk calculations forfinancial derivative trades.

The new version of this library called QA Omega isbased on graph execution and requires the Analytics Integration team tobuild-

out a new framework which is called Torus. Torus will provide featuressuch as plug-ins for reading from various in-house data sources, caching logicto store frequently used data in an in-

memory caching layer such as GridGain, adistribution mechanism to enable execution of the quantitative analyticscalculations in parallel on an in-

house computing grid of thousands of CPUs andGPUs and eventually also public cloud services. The core of Torus will beimplemented in C++, but it should provide bindings in various languages, mainlyC#, Java and Python.

Torus is intended to run onWindows and Linux. The team is currently based in New York and Londonand they are planning to establish significant presence in Prague.

This is agreat opportunity to be at the start of something new.

Role Purpose

Thesuccessful candidate will contribute to the build-out of Torus framework tosupport new financial derivative product types, additional types of marketdata, additional data sources, to provide new ways to distribute thecalculations to in-

house computing grid as well as public cloud services, toprovide new language bindings for various in-house client applications andmore.

Another important part of the job is to provide support to the clientteams using Torus or current version of the analytics integration framework.

The role requires strong knowledge of C++ and strong appreciationof best development practices.

Key Accountabilities

Implement new features of Torus framework asper the requirements

Work on all stages of the developmentlifecycle (analysis, design, implementation, unit and integration testing)

Focus on good code quality and high testcoverage, participate in code reviews

Create and maintain variousscripts used for automated execution on the build server Provide developersupport to the teams which use Torus or its predecessor in their riskcalculation systems

Stakeholder Management and Leadership

Work closely with the quantitativeanalytics team to define and agree the details of the interface between Torusand the quantitative analytics library

Work closely with other IT teams to agreesystem interfaces, resolve cross-system issues, etc.

InterpersonalSkills :

Goodwritten and spoken English

Excellentcommunication skills

Abilityto work within a cross-regional team

Decision-making and Problem Solving

Excellentanalytical and problem-solving skills

Positiveand proactive approach to solving issues reported by the users

Risk and Control Objective

Ensure that all activities and duties arecarried out in full compliance with regulatory requirements, Enterprise WideRisk Management Framework and internal Barclays Policies and Policy Standards

Person SpecificationEssential Skills / Basic Qualifications :

  • Bachelor degree (or higher) in a technical, science, engineering, ormathematical discipline
  • Multipleyears of experience in software development of a back-end system or framework

    Verystrong knowledge of C++, OOP and design patterns

    Good knowledge ofSW development best practices

    Working knowledgeof source control, unit and integration testing, continuous integration

  • Goodwritten and spoken English
  • Proactive, thorough, wellorganized and energetic
  • Ability to work independentlywith minimum supervision
  • Excellent problem-solving skills
  • Desirable skills / Preferred Qualifications :

  • Experience with writing C++ coderunning on both Windows and Linux is a plus
  • Prior knowledge of financialderivatives and their pricing and risk is a big plus, but not a strictprerequisite
  • Knowledge of additionalprogramming languages such as C#, Java and Python would be welcome
  • Purpose and Values

    Barclayshas a single cross-business Purpose for Barclays and five core Values whichunderpin it.

    OurPurpose is helping people achieve their ambitions in the right way. Put simplythis is the answer to the question What is Barclays for?

    and it should guideour every action as employees.


    We respect and value those we work with, and the contribution thatthey make.

    Integrity We act fairly, ethically and openly in all we do. Service We put our clients and customers at the centre of what we do. Excellence

    We use our energy, skills and resources to deliver the best,sustainable results.

    Stewardship We are passionate about leaving things better than we found them.

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