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Senior Developer, C++ Financial Products APIWhat is the opportunity?
The purpose of this role is to support the analytics consolidation and refactoring efforts by providing and maintaining a common fundamental type hierarchy which would be standardized across asset classes. This London based position requires excellent communication skills as well as cooperation and coordination with quant, trading, and IT groups. Candidates should have experience in designing product, cash-flow and date representations for high-performance financial analytics libraries, should have strong API design skills, and should have a cross-asset mind-set. The candidate is expected to contribute with new ideas, work in a global team, and should have a pragmatic approach.
What will you do?
- Refactor and unify financial product representations across several asset classes, decommissioning of non-strategic representations.
- This involves designing APIs for incomplete and parametric instruments, leg and cash-flow representations, indices, market data, dates, calendars and date operations, as well as reference/defaults data describing market conventions for products and indices.
- Support conversion between the in-house and vendor system representations, interface with vendor systems.
- Consolidate and regression-test operations acting on these representations: schedule/cash-flow generation, defaulting, date adjustments etc.
- Collaborate with stakeholders and Quant/IT colleagues to make sure that the goals are agreed upon and aligned
What do you need to succeed?
- Experience with designing and supporting performance-intensive code
- Financial analytics development experience - extensive knowledge of financial products, cash-flows, dates, market and reference data needed for pricing
- Experience with market standard or vendor representations (such as FpML)
- Experience with exposing and integrating analytics into IT systems
- Expert level C++, including C++ 11/14; and experience with exposing C++ type hierarchies to other languages
- Experience with large-scale refactoring projects
What's in it for you?
We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.
Salary: £ Competitive
Posting start date: 25/07/2017
Posting end date: 22/08/2017
Royal Bank of Canada is Canada's largest bank, and one of the largest banks in the world, based on market capitalization. We are one of North America's leading diversified financial services companies, and provide personal and commercial banking, wealth management, insurance, investor services and capital markets products and services on a global basis. We have over 80,000 full- and part-time employees who serve more than 16 million personal, business, public sector and institutional clients through offices in Canada, the U.S. and 37 other countries. For more information, please visit rbc.com .
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Inclusion and Equal Opportunity Employment
RBC is an equal opportunity employer committed to diversity and inclusion. We are pleased to consider all qualified applicants for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, protected veterans status, Aboriginal/Native American status or any other legally-protected factors. Disability-related accommodations during the application process are available upon request.
City: City of London
Address: Thames Court
Work Hours/Week: 35
Work Environment: Office
Employment Type: Permanent
Career Level: Experienced Hire/Professional
Pay Type: Salaried
Required Travel (%): 0-25
People Manager: No
Application Deadline: 2017-08-22
Req ID: 142331
Posting Notes: [[mfield1]]