Software Engineer C++ - Quantitative Pricing Models (f/m/d)

IT, Telekommunikation, Software

Datum und Uhrzeit
Start:

Ab Sofort

Stunden pro Woche:

38.5

Lohnangabe

Nach Vereinbarung

Vorstellungstermin

Vorstellungstermin nach Vereinbarung

Dienstverhältnis

Unbefristet

Job-Beschreibung und Hinweise für Software Engineer C++ - Quantitative Pricing Models (f/m/d)

Your career at Deutsche Börse Group\n\n

Deutsche Börse Group is one of the leading global market infrastructure providers. Our group provides trading, clearing, settlement, market data distribution and other services for a broad range of asset classes (securities, derivatives, FX, …).


Deutsche Börse Group IT is organized as a product organization. Risk IT is part of the Risk Product, which mainly serves the Risk Management department of Eurex Clearing AG, regulated under EMIR, MaRisk et.al. Therefore, the services provided by Risk IT must meet several regulatory standards and provide operational stability whilst keeping up with developments in new technology.


We foster a culture of high standards, freedom, and responsibility. We encourage ownership and trust and have a strong belief in developing talent.


Risk IT develops and maintains several mission critical applications and is launching ambitious projects with broad impact.


Our Pricing Services team is responsible for building and maintaining critical applications that provide market data and derivatives pricing functionality to the Risk Management systems of Eurex Clearing AG.


We are looking for a Quantitative Software Engineer that wants to build the next generation of cloud-native Risk-Management services. You will be responsible for creating new pricing functionality, analyzing existing software, as well as maintaining and reworking it for the new cloud-native setup.


Your responsibilities:

  • Design, develop, test, maintain and improve software for the pricing of financial instruments, with a focus on derivatives
  • Closely align with the prototyping team on the business side as well as functional analysts and business users
  • Stay up to date on technology
  • Help to maintain a collaborative and appreciative team culture
  • Support the Head of Unit Pricing Services in terms of reporting and planning
  • Support Audits and respective findings mitigations if required
  • Occasional business trips to Prague, since more than 50% of the Pricing Services team is based there

Your profile:

  • Team player with excellent communication skills, naturally strives for inclusion rather than exclusion, creates transparency, communicates proactively, seeks continuous self-improvement
  • Strong results orientation, reliable, sets high standards for the quality of work products
  • Degree in a quantitative field (Computer Science, Maths, Physics, Quantitative Economics or similar)
  • Competent in programming with C++
  • Background in quantitative pricing models
  • Familiarity with SQL databases
  • Proficiency in written and spoken English

Preferred skills/qualifications – the following skills would be a plus:

  • Competent in programming with Java 8+, Python, JavaScript or TypeScript
  • Experience with trading systems for financial instruments
  • Experience with developing cloud native and 12factor applications on AWS, GCP or Azure
  • Experience with containers and container orchestration (we use both OpenShift and upstream Kubernetes)
  • Understanding of microservice architecture and related technologies
  • Experience with GitHub, Terraform, CI/CD (GitHub Actions, ArgoCD or similar)
  • Experience in the area of IT security
  • Proficiency in written and spoken German or Czech

This opportunity is open to flexible working arrangements. Such as working from home, flexible, or compressed hours, and part-time.
We would be happy to meet you and discuss what we are working on, and what we can offer you in terms of opportunities, benefits, and career prospects.

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