Senior C++ Developer
Responsibilities
- Participate in the design, development and testing of financial markets software products.
- Developing and integrating different ways of information visualisation
- Evolve technically while working on data-intensive, latency-sensitive products
- Provide and receive constant technical feedback via well-established code-review practices
- Ensure internal quality standards are met through automated testing (e.g., unit, integration, performance, and throughput tests).
- Learn and improve your expertise in financial assets, investment banking, and financial technology.
- Contribute and promote best practices in our development cycles using continuous integration.
Qualifications
Mandatory
- A bachelor’s degree from a recognised college or university in STEM, such as math, physics, computer science, engineering, etc.
- Over 5 years of C++ development experience in С++
- Solid knowledge of C++ features and programming techniques
- Comprehensive knowledge of basic algorithms and data structures
- Good understanding of modern C++ standards (C++ 17/20)
- Experience in debugging and troubleshooting
- Ability to work both independently and as part of a global team
- Strong analytical and problem-solving skills with an attention to detail
- Familiar with applying OOP concepts in environments with challenging performance demands
- Good communication skills with an effective level of English proficiency
Beneficial
- Knowledge of financial markets and financial technologies
- Linux/Unix experience an advanced user or admin level
- Experience in multi-threaded programming
- Experience in low-latency software design, performance profiling and optimisation
- Knowledge of the Internet protocol suite and network programming
- Knowledge of the LLVM toolchain
- Understanding of functional programming concepts
- Experience in other programming languages (Java, Python, Shell scripting, Rust, Haskell, etc.)
Hybrid Flexible
This role is considered hybrid, and you’ll be assigned to a Broadridge office.
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