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Client description: Montrose Software has an ongoing relationship with one of the largest North American banks to enhance and maintain its production libraries and applications. The bank serves 17 million clients worldwide and provides personal and commercial banking, wealth management, insurance, investor services, and capital markets products and services globally. We work mainly with their capital markets teams, focusing on derivatives and fixed income systems. Project description: We work on maintaining and enhancing a Risk management system for a big bank. The system is a core internal instrument for the data analyst and economist to make risk calculations. It is split into 3 layers: - Front end - Microsoft Excel with a fully custom set of function and menus - Business Logic Library - C++ and Python modules on the network - Calculation grid - 50k computing grid running the simulations in house, AWS and Azure
Job Responsibility:
Bug fixing and new features development
Continuous effort to modernize and keep the software modern
Requirements:
Excellent knowledge of C++
Knowledge of institutional equity and commodity derivatives trading systems, particularly Fusion Sophis (Finastra)
Fluent in spoken and written English
Demonstrated ability to deliver timely, working solutions
Numeracy to be able to understand quantitative finance
Ability to use version control system, ideally Git
Strong software engineering or math background
Nice to have:
Fintech experience
Knowledge of Python
Familiar with RESTful applications
Familiar with Flask framework
Familiarity with containerization and Kubernetes
What we offer:
Diverse teams
Interesting, challenging and exciting work in international teams
Team events
Flexible working hours
Modern office
Lunches
Breakfasts, a fridge full of food and best coffee money can buy
Private medical insurance
Budget for any sport/fitness activity you choose
Training budget for conferences and trainings
Comfortable pufas, therapy balls, Playstation 4 and Nintendo Switch
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