RFT Risk lead C++ Developer
Barclays
Prague, Czech Republic
před 41 dny

Description

The Risk, Finance and Treasury’ department is part of Investment Bank Technology and Change organization and is responsible for delivering the risk management systems that has enabled Barclays Investment Bank (IB) to become a top tier franchise.

While proud to be a best-in-class technology organization, as evidenced by our many industry awards, meeting the priorities over the next 5-

10 years requires a shift in approach and engineering our technology platforms. Staying the same, while the world changes around us, is not an option.

The business is looking to us to drive new solutions and sustainable outcomes. We are looking for an experienced C++ lead developer to help us manage a team developing C++ XRisk Validation Engine.

Your Role The hiring team is responsible for building the strategic RFT Counterparty Credit Risk (CCR) generation system (XRisk / Eagle), which is undergoing a large transformation as part of the Multi-

factor Interest Rate (MFIR) project. This project brings a considerable increase in the complexity of the market data simulation and trade pricing methodologies, and subsequently poses new performance challenges.

The team is moving to a scalable microservice based architecture, utilizing the RFT Wolf platform (C#) for workflow orchestration and the RFT Core Risk Engine Framework (CRE) with QAPrimary pricing library (C++).

The successful candidate will be responsible for integration of QA analytics into C++ based XRisk Valuation Engine (XVE) that is responsible for generation of CCR Exposure measures.

This is a hands-on technical leadership role with direct responsibility for a local development team and emphasis on strong cross-

region collaboration between Prague and London. She or he will be a senior technical lead within Credit Risk Valuation agile team responsible for all aspects of the development process, including user story analysis, technical design, implementation, code-

reviews, testing, production deployment, and support. This is a challenging senior hands-on role requiring strong technical skills and well suited for a candidate who prefers to combine coding with technical team leadership.

The successful candidate will be rewarded with a fantastic opportunity to shape the next generation of CCR stack with a wide user base across the globe.

The main responsibilities will be :

  • Design and development of a distributed cross-asset trade pricing solution for EOD and intra-day risk
  • Technical leadership of XRisk valuation / simulation team (XVE) comprising of 2-3 developers
  • Hands-on development using C++11 / 17, Visual Studio 2015, XML / XSLT, SQL Server, Python
  • Producing SOLID code with excellent test coverage
  • Delivering solutions within a DevOps environment with a relentless focus on automation of testing and deployment via TeamCity and internal testing frameworks
  • Full participation in Kanban software delivery process backed by Jira / Git / Bitbucket tooling with strong emphasis on code reviews and team collaboration Essential Skills and Qualifications Qualification / Education Required
  • Bachelor’s degree in a Computer Science, Mathematics or Scientific discipline from a top university
  • Skills / Experience Required

  • Strong ability to understand complex systems with a large number of interacting components
  • Extensive C++ development experience covering
  • Server side development
  • Multi-threaded code
  • boost library (ideally v1.51+) and C++11 language constructs
  • Strong appreciations of SOLID design principles and its effective application in practice
  • Excellent problem solving skills
  • XML and XSLT technologies
  • Automation / DevOps
  • Agile development (preferably Scrum / Kanban)
  • Excellent communication and team skills
  • Providing support and resolving issues for systems in production
  • Cross-region teams and projects
  • Desirable Skills

  • Strong C# development skills
  • Understanding of PDE / Monte-Carlo numerical techniques and its application to real-life problems (e.g. academic research, weather modeling, etc.)
  • Development in scripting language such as Python
  • Database development, ideally with SQL Server
  • Experience with in-memory data grid and / or no-SQL technologies (e.g. GridGain, Mongo)
  • Experience with Elastic Search, LogStash, Kibana, distributed systems (e.g. Data Synapse, NServiceBus) and messaging (e.g. Solace, RabbitMQ)
  • About Us Barclays is a transatlantic consumer, corporate and investment bank offering products and services across personal, corporate and investment banking, credit cards and wealth management, with a strong presence in our two home markets of the UK and the US.

    Our goal is to become the bank of choice by providing superior services to customers and clients and supporting our stakeholders via a commercially successful business that generates long-term sustainable returns.

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