Ramp C++ Developer
- Employer
- Quanteam
- Location
- London, United Kingdom
- Salary
- competitive
- Closing date
- Jun 11, 2022
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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WHO WE ARE
Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa.
Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.
The firm mainly takes part in:
As part of Quanteam Group, Quanteam UK (incorporated in 2010) has today more than 80 consultants, working for major Capital Markets players in London.
Overview
The Ramp development team is part of the Global Markets Referential & Data Group.
Ramp is our clients in-house developed system for global storage and distribution of internally contributed interest rate, credit derivatives, FX and Commodities market data. Ramp is the underlying system for most of the Banks PnL and Risk Systems. It is used regularly by >5000 front office and middle office users via their desktop applications. It is also used by the compute farms for calculating Risk & PnL. The system processes >10 Billion requests per day. The architecture is an n-tier distributed architecture using TIBCO-Rendezvous as a middleware and multiple Microsoft SQL Server installations for persistent data storage.
Ramp has two closely related systems:
Config Manager is similar to RAMP and has a common code base. It is used globally to store static data and has versioning capability. It's like a global version control system.
Lightweight Event Notification System - allowing various IT systems and users to orchestrate work via event messages.
The team follows Agile Scrum working with a 2-week sprint, where continuous improvement is encouraged by holding retrospectives and adding the actions to the subsequent sprint.
The use of modern C++ (C++14/17/20) is encouraged and we are using Visual Studio 2019 although we do need to maintain a legacy code base on Visual Studio 2015 (C++11)
THE PROJECT
The role is to develop and support these applications, as well as working on several smaller ancillary systems and admin / monitoring tools.
Due to the criticality of the RAMP system, it is vital that applicants are highly motivated, enthusiastic and can work methodically when under pressure. Candidates must also possess good analytical and problem solving skills.
Knowledge of OO programming and development in C++ is essential, along with some database experience (preferably SQL Server). Familiarity with client/server design is recommended, as is an understanding of distributed computing (and to a lesser extent, TIBCO Rendezvous). Knowledge of financial markets is desirable but not essential, and some training will be provided.
The primary requirement for the job is solid C++ in a client server environment using Microsoft and TIBCO technology.
Skills and Qualifications
Minimum skills required:
Ideally, the candidate would have the following:
Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa.
Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.
The firm mainly takes part in:
- Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organisational Transformation & Process Improvement.
- IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Softwares (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.
As part of Quanteam Group, Quanteam UK (incorporated in 2010) has today more than 80 consultants, working for major Capital Markets players in London.
Overview
The Ramp development team is part of the Global Markets Referential & Data Group.
Ramp is our clients in-house developed system for global storage and distribution of internally contributed interest rate, credit derivatives, FX and Commodities market data. Ramp is the underlying system for most of the Banks PnL and Risk Systems. It is used regularly by >5000 front office and middle office users via their desktop applications. It is also used by the compute farms for calculating Risk & PnL. The system processes >10 Billion requests per day. The architecture is an n-tier distributed architecture using TIBCO-Rendezvous as a middleware and multiple Microsoft SQL Server installations for persistent data storage.
Ramp has two closely related systems:
Config Manager is similar to RAMP and has a common code base. It is used globally to store static data and has versioning capability. It's like a global version control system.
Lightweight Event Notification System - allowing various IT systems and users to orchestrate work via event messages.
The team follows Agile Scrum working with a 2-week sprint, where continuous improvement is encouraged by holding retrospectives and adding the actions to the subsequent sprint.
The use of modern C++ (C++14/17/20) is encouraged and we are using Visual Studio 2019 although we do need to maintain a legacy code base on Visual Studio 2015 (C++11)
THE PROJECT
The role is to develop and support these applications, as well as working on several smaller ancillary systems and admin / monitoring tools.
Due to the criticality of the RAMP system, it is vital that applicants are highly motivated, enthusiastic and can work methodically when under pressure. Candidates must also possess good analytical and problem solving skills.
Knowledge of OO programming and development in C++ is essential, along with some database experience (preferably SQL Server). Familiarity with client/server design is recommended, as is an understanding of distributed computing (and to a lesser extent, TIBCO Rendezvous). Knowledge of financial markets is desirable but not essential, and some training will be provided.
The primary requirement for the job is solid C++ in a client server environment using Microsoft and TIBCO technology.
Skills and Qualifications
Minimum skills required:
- Strong C++14 development experience
- C# development experience
- Extensive experience in developing and support business-critical applications
- Concurrency development
- Good communication skills
- Problem Solving & Analytical
- Version Control System (like GIT)
Ideally, the candidate would have the following:
- Microsoft Development experience (C++, multithreaded)
- Relational Database experience
- TIBCO Rendezvous experience
- Understanding of networks (TCP/UDP) including multicast
- ElasticSearch
- Ansible
- Geneos
- TeamCity / Jenkins
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