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Software Engineering - GAUSS

Req #: 170072039
Location: Glasgow, SCT, UK
Job Category: Technology
Potential Referral Amount: 3500 Pound Sterling (GBP)
Object Orientated Developer - Python, Gauss
Corporate - CPG Technology - Python, Gauss - Object Oriented Developer -  Associate - Glasgow

CPG Technology is a global technology team supporting the Credit Portfolio Group with multiple suites of applications including Gauss which is the firm's Counterparty Credit Risk calculator for the entire OTC derivatives portfolio. Gauss is a full revaluation, Monte Carlo simulation engine which computes the credit exposure in the event of a counterparty default. Gauss uses latest cutting edge technology such as Python, high performance grid computing, GPUs, and performs over 3 trillion MTM calculations in its daily calculation run.
CPG Technology is comprised of approximately 120 people based out of New York, London, Bangalore, Glasgow and Beijing. The team is an excellent mix of technology project managers, business analysts and developers.
As an application developer, you will design, develop, test, and document functionality to satisfy requirements of one or more user areas.  You will need to provide comprehensive consultation to business unit and IT management and staff at the highest technical level.

  • Work closely with business analysts, quantitative research team, and business users to interpret the requirements and evaluate alternative solutions
  • Create technical design recommendations for developing and integrating programs per written specifications
  • Perform unit testing and system integration testing of the newly developed functionality
  • Examine applications to ensure adherence to Application Engineering guidelines, processes, and procedures
  • Implement and test modifications to existing application modules in accordance with application support and industry standard
  • Evaluate service level issues and suggested enhancements escalated by Service Delivery Team to diagnose and address underlying system problems and inefficiencies
  • Undergraduate degree in related technical or business area, specialized training and/or equivalent work experience
  • Solid application design, development, and testing work experience
  • Ability to translate business requirements into functional technology requirements
  • Strong analytical/problem solving skills
  • Strong teamwork skills and ability to work independently
Technical Skills:
  • Python experience preferred; otherwise solid experience in C++, Java, or other OO language
  • Experience with SQL
  • Knowledge of version and revision control practices and procedures
  • Credit Risk/Product (Derivatives, F&O, Securities) business knowledge is a plus

We offer highly competitive benefits including pension, bonus scheme, private medical for you and your family, as well as the freedom to innovate, continuous technology training, global collaboration and career mobility.

The hiring manager for this job opening would be willing to have a conversation about flexibility.  This could range from ad hoc flexibility in a full time position, to a more formal Flexible Work Arrangement.  The hiring manager is not committing to offering this, just highlighting an openness to having the conversation.


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