Lead Quantitative Developer - International Bank

Role :

- Technical Team Lead for the Bangalore FXO Quant Dev team

- Support and development of tools for the Sigma pricing framework to meet the desk & team requirements

Pricing Library exp required

Knowledge /Skill Required :-

- Spreadsheet development experience (Excel and VBA)

- C++11 or above (using Visual Studio 2013 with at least 10 years experience), including use of stl algorithms for various tasks like (filtering, searching specifics, inserting, etc.. ), thread (parallel execution) libraries, synchronisation, pooling tasks, streams etc

- Experience in multithreading/multiprocessing low latency development in a windows environment.

- Extensive boost library usage

- Hands on and extensive usage of python, including threads, system calls, sockets xmls etc.

Monica