C++ Programmer in Greenwich, CT at Open Systems Technologies

Date Posted: 10/20/2019

Job Snapshot

Job Description

Our client, a top Hedge Fund is seeking a C++ Programmer to join the commodities team. The team’s current focus is using market expertise and quantitative analytics to identify directional and relative value as well as investment opportunities within the gas market. The gas market includes North American Physical Gas, natural gas, European gas as well as crude oil, refined agricultural products.

Responsibilities:

  • Enhance existing C++ commodities pricing library to price OTC physical gas
  • Calculate risk, VaR and p&l for physical gas products
  • Provide ability/hooks to price adhoc and custom physical products
  • Responsible for all phases of the technology life cycle
  • Provide day to day support to the business
  • Coordinate and communicate specific subject matter knowledge to the design and integration phase of each project
  • Implement the appropriate architecture, data model, and system design and interfacing requirements for each project

Required Skills

  • 5+ years C++ development experience
  • Experience building libraries to price financial instruments
  • Exposure to OTC/Derivatives trade life cycle and position management
  • Knowledge of physical gas markets in North America
  • Experience working within a globally distributed team
  • Experience working with RDBMS (Sybase, SQL Server, Oracle) both in a schema design and application development capacity
  • Knowledge of Python

Education:

  • Must have a bachelors in Computer Science, Mathematics, Physics, Engineering or a related field
  • Masters dree is a plus
Job category:
  • Information Technology
Job keywords:
  • C++
  • Developer
  • LIBRARIES
  • FINANCIAL INSTRUMENTS
  • Derivatives