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Sn. Developer / Architect (C#, C++ or Java) [Aug. 8th, 2008|08:53 am]
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[needyourbrain]
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.
Requirements

·         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: ineedyourbrain@gmail.com
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