MaRS (Market Risk System) is a system responsible for calculating Value at Risk of the Bank. This value tells how much the Bank can lose during stock market crash, given current positions and history of price changes. Tens of thousands reports are calculated daily by various individuals – from traders to risk management managers. It provides data to 21 other systems across the bank. The system consists of many components running on 250+ production, test and disaster recovery Red Hat servers. Components written in mainly in C++ 95%, SQL, python / bash automation scripts, Web Server in Java language.
The system consists of many components running on 120+ production, test and disaster recovery Red Hat servers. Components written in C++, SQL and Java languages. Deployment and Monitoring scripts written in bash and python.
Team based in Wroclaw is about 14 developers, 2 people from L3 support. Cooperation with wider teams in London and Bangalore. Overall about 60 people actively working on the application side. Developers working in a smaller sub-team.
Working with modern toolset i.e.: C++, clang, llvm, boost, cmake,
Development tools: CLion, PyCharm
- Implementing technical and functional requirements
- Adding a new functionalities to the set of multi-layer Market Risk System components
- Writing unit tests
- Designing and implementing changes improving system stability and performance
- Creating and extending existing tools i.e.: python
Who we're looking for?
- Good knowledge of C++11 standard (4 years of experience)
- Very good knowledge of STL or boost lib's
- Good knowledge of multithreading
- Knowledge about Linux server side environment and applications
- Familiarized with a Design patterns
Knowledge of SQL language will be a plus
- Good teamwork skills
- Knowledge of C++14/17 standard nice to have
- Good math skills will be a plus
- Willingness to share the knowledge