C++ Developer Sr

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$130-$175K

This group is responsible for the development of a system enabling market making, trading and risk applications to get theoretical values and Greeks on a variety of asset classes traded on several exchanges.

The servers are developed in C++ and are deployed on Linux. The right person for this position is a strong developer with experience in the area of complex option valuation systems, volatility fitting, and real time data processing.

Responsibilities:
-Design and development of a new generation volatility fitting system.
-Working with traders to improve scalability and reliability of existing valuation systems.
-Ongoing performance analysis and tuning.
-Familiar with the latest technologies that could benefit the system (CUDA/GPU).

Qualifications:
-The ideal candidate should have 5+ years of experience in the industry with at least 3 years in option valuation delivery systems.
-The required experience covers: C++ development under Linux, Boost, Python, STL, JNI, .Net.

Jobs, Chicago, C++, Linux, Software Developer, Software Engineer

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