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Overview
Join Sber as a Senior C++ Developer to tackle high-performance development challenges in financial mathematics, focusing on pricing derivatives and optimizing calculations. Sber is a leading financial institution that focuses on innovative solutions in the banking sector.
Responsibilities
- •Solve tasks at the intersection of high-performance development and financial mathematics with deep immersion in derivatives pricing.
- •Optimize calculation performance: vectorization, parallelization, and efficient memory usage.
- •Connect and adapt C++ frameworks for mathematical operations, ensuring fast and accurate computations.
- •Profile existing code, identify bottlenecks, and implement improvements.
- •Integrate financial models with the internal position and risk management system (Murex), implement product logic, and ensure data transfer correctness and fault tolerance.
- •Write clean, maintainable C++ code (17/20), participate in code reviews, and develop unit and integration tests.
- •Collaborate closely with the Quantitative Analytics team, business analysts, and developers of related systems.
Requirements
- •Higher technical education (applied mathematics, computer science, physics, or related fields).
- •Commercial experience in C++ development for at least 5 years.
- •Proficient in C++ 17/20, including deep knowledge of the Standard Template Library (STL), algorithms, and data structures.
- •Experience in a Linux environment: development, building, debugging, profiling.
- •Practical skills in Bash, Git, GDB.
- •Understanding of multithreading and asynchronous programming principles.
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