Senior C++ Developer (Capital Markets)

Project Description:Luxoft has one of the world's leading Murex practices. We are a top-tier Murex Alliance Partner and a market leader in implementation, integration, upgrade, and migration. Luxoft provides end-to-end project services and has delivered over 200 successful Murex projects across all major asset classes and sectors. We are looking for an experienced Java developer to work on Trading Applications' projects for a major Investment Bank.

Responsibilities:Work with Strategy team (Quantitative Analysts) to develop Murex interface to an internal valuation service for financial derivatives. Integrate in-house developed quantitative models into the new service.

SkillsMust have:- 6+ Years of Experience- 2+ Years of Experience with Capital Markets- Good understanding how Derivatives instruments are valued- 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 CI/CD process for C++ applications including dependency management and deployments to Linux environments- Experience with RPCs- MS SQL Server experience

EducationBachelor's degree in Mathematics, Engineering or Computer Science.

Nice to Have:Experience with Murex

Languages:English: C1 Advanced

Key Skills

• Java
• Linux
• Python
• REST APIs