Senior C++ Programmer – Math Incentive Software Dev
Location: Stamford or Greenwich, CT
Job Type : 2 yrs ,Extendable
Our client an international financial/technology company is seeking an outstanding C++/UNIX/Linux software engineer with a very strong math background, to develop automated software systems for the management of real-time securities trading. Expert C++ programming skills are the key to this position along with strong math and general analytic skills. Systems provide real-time analysis of very large data streams.
Our client offers an unusual long-term career opportunity with substantial compensation potential for high achievers. Starting salary will depend on previous experience, educational background, etc. Total compensation package include base salary, substantial annual bonus, stock grants, fully paid benefits.
- 5+ years experience developing critical C++/Linux or UNIX systems.
- Substantial real-time system experience.
- Advanced mathematics background.
- Ability to work effectively in a fast-paced environment with tight deadlines.
- Excellent problem solving skills.
- Excellent attention to detail is critical.
- Experience with Java, Python, socket programming, multi-thread programming, OLAP, MySQL, embedded database (Berkeley DB, SQLite, HSQLDB), Linux also very desirable.
- Financial industry may be valuable but is NOT required.
- Experience with Option pricing, volatility surface modeling, kalman filter, stochastic volatility, particle filter, Monte Carlo risk analysis, is valuable
- MS, PhD, or BS in computer science, math, physics, electrical engineering, or other scientific or engineering field. Relocation assistance available H1 B’s ok as long as they have 3 years left. NO OPT or F1’s.