|Sn. Developer / Architect (C#, C++ or Java)
||[Aug. 8th, 2008|08:53 am]
System that needs to be finalized and put into production is a risk management / pricing system for exotic commodity derivatives (not plain vanilla like swaps, futures, etc.). This application implies massive number of calculations that needs to be done in a real time and also over night for the end of day reports. Barclays is using server farms and grid computing technology to reach required performance. |
· Senior Developer / Architect (C#, C++ or Java)
· Theoretical or practical knowledge of grid computing or parallel high performance computing
· Programming experience with an understanding on how to implement algorithms efficiently with respect to computation.
· General knowledge of numerical methods (Monte Carlo, Value at Risk calculation, etc) and the ability to tailor and refine methods to address new problems.
· Experience with MS SQL (or Sybase, Oracle, DB2)
· 5+ years of experience in software development
· Fluent technical English
· Experience with complex derivatives is a big plus but not mandatory.
Резюме можно направить по адресу: email@example.com