Job ID: JOB_ID_3354
Job Opportunity: C++ Developer, Capital Markets
We are seeking an experienced C++ Developer with a strong background in Capital Markets, specifically within Investment Banking and Trading Systems. This is a contract role based in Jersey City, NJ.
Role Overview
The primary focus of this role is to work on a risk reporting platform for Global Equity Derivatives. You will be responsible for developing and enhancing pricing and risk management systems, automating workflows, improving DevOps practices, and creating production support tooling.
Key Responsibilities
- Develop and enhance pricing and risk management systems.
- Automate workflows and improve DevOps processes.
- Create and maintain production support tooling.
- Assist with user adoption of globally developed technology solutions.
- Provide user training and collaborate with development teams to enhance user experience.
- Modernize and improve existing systems for better scalability, efficiency, and performance.
- Provide regular status updates to global and local management teams.
- Participate in the design and development of tools supporting pricing infrastructure.
- Identify system deficiencies and develop effective technical solutions.
- Perform system support, debugging, and troubleshooting.
- Review business requirements and contribute to functional specifications and system impact analysis.
- Deliver user training and release documentation.
- Optimize system performance and enhance CI/CD pipelines.
- Assist with technology upgrades and system improvements.
Required Skills and Experience
- Capital Markets Domain Knowledge: Strong understanding of Equity Derivatives (Vanilla and exotic options, Greeks, Volatility surfaces) and familiarity with Fixed Income concepts (Yield curves, DV01/PV01, Credit and rates basics).
- Modern C++ Engineering: Solid expertise in C++ and modern C++ standards, STL, templates, memory management. Experience with multithreading and concurrency, and knowledge of networking concepts.
- Low-Latency Systems: Experience profiling and optimizing low-latency systems on Linux.
- Pricing and Risk Systems: Experience working with pricing and risk management systems, including intraday risk, end-of-day risk calculations, scenario analysis, Monte Carlo simulations, and sensitivity analysis.
- Integration Experience: Experience integrating with pricing libraries, market data systems, and reference data.
- Additional Technical Skills: Proficiency in Python, Oracle, and experience with JSON and XML.
- Must-Have Qualifications: 5+ years of experience in Capital Markets software development, 5+ years of professional experience with C++, strong knowledge of multithreaded programming, experience with Oracle and Python, experience with JSON and XML, experience with DevOps pipelines, and experience supporting production environments.
- Strong analytical, communication, and teamwork skills are essential.
Nice-to-Have Skills
- Experience with Sophis.
- Experience with Equity Derivative products.
- Experience with Risk Reporting platforms.
- Experience with Kubernetes.
- Experience with AWS or Azure.
- Experience developing web services.
- Experience with Service-Oriented Architecture (SOA).
Important Note on Interview Process
Candidates will be required to complete a live coding test via screen sharing during the interview process. Coding questions will be presented in real-time. Please ensure your candidates are well-prepared for this live coding assessment.
Employment Type
Contract
Special Requirements
Live coding test via screen sharing required during interviews. Candidates must have a strong Financial/Banking background. Only accepting resumes with 15+ years of experience.
Compensation & Location
Salary: $70 – $100 per year (Estimated)
Location: Jersey City, NJ
Recruiter / Company – Contact Information
Email: mahi@smartcaliber.com
Recruiter Notice:
To remove this job posting, please send an email from
mahi@smartcaliber.com with the subject:
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