C++ QUANTITATIVE DEVELOPER (18 MONTHS FIXED TERM CONTRACT) -Taipei
修改時間：2022年3月21日 14:32
Company Summary
LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a commitment to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It’s how we’ve contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years.
Through a comprehensive suite of trusted financial market infrastructure services – and our open-access model – we provide the flexibility, stability and trust that enable our customers to pursue their ambitions with confidence and clarity.
LSEG is headquartered in the United Kingdom, with significant operations in 70 countries across EMEA, North America, Latin America and Asia Pacific. We employ 25,000 people globally, more than half located in Asia Pacific. LSEG’s ticker symbol is LSEG.
Project Description
Analytics / Yield Book prides itself in setting a market standard for RMBS prepayment models that are the cornerstone of Fixed Income Analytics products and services provided by the firm. This project involves the refactoring/re-engineering the existing prepayment model interface in order to allow greater flexibility of delivery, including RESTful interface for model-as-a-service in the cloud, for example. This is a 18 months fixed term contract based in our Taipei office.
The existing prepayment model C interface evolved in a very non-cloud friendly way. This project would involve modifying this interface to a wider set of use cases, such as accommodating a python types wrapper. Care must be taken to interact accurately with the underlying C/C++ elements of the existing code as well as with the external callers through Python, for example.
Skills and Experience
- At least 2 years’ experience with C++ programming
- Bachelor or above degree in CS or Engineering, Math, Physics, Operational Research or similar quantitative fields
- Experience in Python programming language is a strong plus.
- Knowledge of Linux operating system, csh/bash/ksh is a strong plus.
- Knowledge of Amazon Web Services (especially AWS Certification) is a strong plus.
- Familiarity with source control system such as GIT and modern build and release systems.
- Good communication skills and team player.
We are looking for intellectually curious people, interested in the bigger picture of how technology industry is evolving, ready to ask difficult questions and deal with complicated scenarios. If you a forward thinker and problem solver, this is the place to be as will be supporting you to fast forward your career.
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