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published at 11.06.2018 10:28
Location: London, UK
Job title: Fingal IT Quantitative Developer / Optimization Specialist
Corporate title: Vice President
Location: London, UK
Nomura is an Asia-based financial services group with an integrated global network spanning over 30 countries. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com
The Fingal Technology team provides a number of services related to the core architecture development, testing, release and deployment of the Fingal analytics pricing libraries. Fingal is the source of pricing analytics for fixed income in the Global Markets division, relied upon by all Nomura Fixed Income systems.
The team currently consists of 3 team members in London, 5 in Shanghai and one in Tokyo. We are seeking to expand the team by one in London, hiring a developer with a proven track record in the optimization of numerical code. The successful candidate is likely to work on optimization for a significant period of time but may work on more general projects supporting the analytics library in the future.
- Enhance the Fingal analytics library to make greater use of modern parallelization technologies at the project management and development level.
- Work closely with quant analysts to make their modelling code make more effective use of compute resources.
- Work with technology teams to make sure available hardware and cloud computing resources are used effectively by the Fingal software library and to articulate requirements on the firms hardware strategy going forward.
- More general development and maintenance of the Fingal software library and it surrounding ecosystem.
Skills, experience, qualifications and knowledge required:
- Strong real-world modern C++ experience with an emphasis on programs dealing with numerical calculations.
- Proven background working with vectorization and parallelization software and hardware. Example hardware: Modern Intel chipsets (AVX), Xeon Phis, GPUs. Example software: Compiler/processor-specific coding, CUDA, VexCL, OpenCL, Thrust, Bolt, C++AMP, Boost.Compute.
- Some experience in Python, especially in fast numeric methods, and a desire to learn more.
Nice to have experience:
- Experience developing financial analytics implemented in standards conformant C++.
- Real-world STL and/or Boost experience.
- Real-world multi-threading experience
- Experience in Java and/or a .Net language.
- Curiosity about trends in data science and associated hardware (AI, deep learning, TPUs)
- Familiarity with large-scale software architecture choices and how to decide between them.
- Comfortable with Windows and Linux.
- Broad understanding of the basics of Financial Engineering and Financial Modelling of derivative securities.
- The ability to deliver short term rapid solutions while building on a long-term strategic framework.
- A strong communicator, patient, willing and able to communicate effectively with colleagues at work in remote locations.
- A self starter that finishes their projects and is familiar with the Software Development Life Cycle.
- Possession of a Computer Science, Mathematics or similar degree.