What are the responsibilities and job description for the C++ Developer quant library integration position at SANS?
Pay is $140 on W2 or $167/hour corp to corp.
required 10 years of experience for this role.
Work schedule: Hybrid (2-3 days onsite)
Flex C Developer
Job description:
Responsibilities
Develop C libraries to integrate Quant pricing models into Murex FLEX API for equities and derivatives products.
Work in agile fashion with the rest of development team using scrum / jira.
Architect performant and resilient components which insulate the execution system from failures in the external pricing code.
Work with strats and quants to enable them to use your integration code.
Work with CICD team to create devops pipelines for your code, including containerization.
Develop additional components for monitoring of pricing libraries, and integration with future other pricing components (Java & Python)
Requirements and skills
Expert level knowledge of C
Experience developing and architecting real time distributed software systems in financial services.
Knowledge of the scrum agile framework
Experience with JIRA / Confluence
Excellent communication skills
Knowledge of CI/CD pipelines (Gitlab, Jenkins, Sonar, Redgate, Docker/Kubernetes)
Experience building scalable computational distributed services
Experience with multiplatform enterprise service development and challenges of data serialization
Experience with developing service wrappers for Python or C libraries
Building and interfacing with REST API (including Enterprise Authorization and Authentication)
Enterprise services (including monitoring, state management)
Experience with Java Messaging Services (Active MQ or similar)
Experience with Inter-process communication (IPC) such as Google protocol buffers or similar
Experience implementing a Continuous Integration/Continuous Development (CI/CD) process for C applications including dependency management and deployments to Linux environments
Experience with RPCs
MS SQL Server experience
Desirable skills and experience
Murex FLEX experience is a plus.
Experience working with Equities and Fixed Income electronic trading, market data and pricing is a plus.
Experience working with quantitative and trading teams is also a plus.
Java and Python skills are a plus.
Education Requirement: BS Degree
Requirements and skills
10 years of experience required
Expert level knowledge of C
Experience developing and architecting real time distributed software systems in financial services.
Knowledge of the scrum agile framework
Experience with JIRA / Confluence
Excellent communication skills
Knowledge of CI/CD pipelines (Gitlab, Jenkins, Sonar, Redgate, Docker/Kubernetes)
Experience building scalable computational distributed services
Experience with multiplatform enterprise service development and challenges of data serialization
Experience with developing service wrappers for Python or C libraries
Building and interfacing with REST API (including Enterprise Authorization and Authentication)
Enterprise services (including monitoring, state management)
Experience with Java Messaging Services (Active MQ or similar)
Experience with Inter-process communication (IPC) such as Google protocol buffers or similar
Experience implementing a Continuous Integration/Continuous Development (CI/CD) process for C applications including dependency management and deployments to Linux environments
Experience with RPCs
MS SQL Server experience
Desirable skills and experience
Murex FLEX experience is a plus.
Experience working with Equities and Fixed Income electronic trading, market data and pricing is a plus.
Experience working with quantitative and trading teams is also a plus.
Java and Python skills are a plus.
Salary : $140 - $167