Investment Banking - Analyst / Developer - C++ - MS SQL

Imported from previous forum

Location - LONDON
Salary - up to £70K + BB
Tel - +44(0)870 321 0931

The Exchange Connectivity team provides applications to the business to connect traders to global financial exchanges. The team is split between London, Asia and New York providing links to around 40 futures and equity exchanges. The systems allow internal and external users to connect via GUIs or FIX connectivity. They are very high volume and are scalable and fault tolerant. Server-side components are written in C++ under windows 2000. GUIs are written in a mixture of C# and VB.

Main function of the job
Provide exchange connectivity development to the XTP system.
The XTP system connects GUI and FIX users to Futures, Options and Equity exchanges (around 40 in total). The software handles up to 300,000 transactions a day and has between 1000-2000 connected users globally and must operate near to real-time.
Development is required in several server-side components:
• The load-balanced Exchange gateways
• The central distributed Order Management Server
The application is a complex distributed server that is highly sensitive to latency. As such, the applicants must be able to demonstrate experience in such environments.

Main duties/responsibilities
Responsible for:
• Some interaction with business users / business analysts
• System Design
• Development
• Unit testing
• Integration testing
• Use of clearcase / branching

Team Structure
Work closely with an immediate team of 5 people on the exchange development team. This team is part of a larger 50 person group delivering exchange connectivity for Futures, Options and Equities.

Qualifications/Education Required
Bachelors Degree, ideally in Computer Science or another numerate subject with heavy IT use.

Experience Required
• 8+ years MS C++ (server dev rather than GUI) under Windows
• 5+ years of database experience (preferably Oracle or MS SQL)
• Financial exchange development.
• Multi-threaded experience
• Performance tuning (Rational Quantify etc)
• High-volume server side experience
• Source code control systems
• Equity and Futures product knowledge
• 5+ years Front Office development

Experience Preferred
Experience with TCPIP sockets
Experience of ClearCase