
Software Engineer C++
- Paris
- CDI
- Temps-plein
- Defining and interfacing with external and internal market data sources
- Orchestrating data loading, transformation, and storage in the Murex platform
- Managing real-time and scenario-based data impacts
- Providing public APIs and services to help clients interact with market data efficiently
- Data storage and retrieval
- Calibration and interpolation of volatility surfaces
- Risk computation, including Vega sensitivities
- Design and implement new features and modules in modern C++
- Maintain and improve existing codebases, ensuring performance, reliability, and readability
- Write unit and integration tests to ensure code quality and prevent regressions
- Collaborate with team members, including QA, and product owners, to deliver new features and improved solutions
- Participate in code reviews, design discussions, and continuous improvement initiatives
- Optimize performance of critical components, especially in latency-sensitive or resource-constrained environments
- Document technical designs, APIs, and implementation details
- Graduated from a Master Degree in Software Development/Computer Science with ideally a prior experience in a banking sector environment, in C++, and exposure to financial markets or quantitative modeling
- Solid understanding of object-oriented programming and modern C++ (C++17)
- Interest or experience in financial instruments, volatility modeling, or risk analytics
- Ability to work with mathematical concepts and translate them into efficient code
- Familiarity with version control tools (e.g., Perforce/Git) and unit testing frameworks is a plus
- Strong problem-solving mindset and attention to detail
- Good communication skills, both written and verbal
- Ability to work collaboratively in a cross-functional team
- Willingness to learn, adapt, and grow in a fast-paced environment
- Proactive and solution-oriented attitude