Senior C++ Developer

We are looking for an experienced C++ engineer to join the team responsible for building the financial mathematical libraries at the heart of our platform for valuation and risk management of portfolios of derivatives. As a team member you will participate in the ongoing development of our algorithmic libraries, with a focus on modernizing and simplifying legacy code. You will redesign legacy code, implement modern code, and work on optimizing new and existing code to meet increasing demands for our services.

Responsibilities
Participate in the ongoing development of the algorithmic libraries, implementing new features and fixing bugs.
Interacting with mathematicians and subject matter experts in finance to understand requirements for new code that needs to be developed, or else the purpose of existing code that needs to be enhanced or improved.
Working with team members to identify existing pain points, analyzing design and coding issues, proposing solutions, implementing and testing them.
Using advanced techniques and technologies to significantly increase the performance of existing code.
Interact with stakeholders outside our team to analyze the effects of proposed changes on the systems that use our libraries and to make sure any risks are well understood and mitigated.
Run existing test suites and develop new tests to verify that new code and change to existing code work as expected and do not cause any regressions.