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Tier-1 brand, metro location, and broad C++ build/DevOps skillset increase applicant competition.
Core build and CI skills are transferable, but front-office quant domain preference reduces portability.
Multiple mandatory C++ build, CI/CD, and platform tooling skills increase shortlisting rigor.
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Own build, release, integration, and testing infrastructure for pricing and risk modeling libraries in Fixed Income Division, supporting trading desks in Exotics Rates, Hybrids, Inflation, Rates Options & FX.
Maintain and improve automated build and test processes for multi-million line codebases in C++, Java, and Scala on Linux and Windows platforms, ensuring consistency across multiple applications.
Enhance tooling for code quality, performance monitoring (sanitisers, profilers), and support C++ standards modernization and dependency management across analytics libraries critical for risk valuation and business success.
Strong modern C++ development experience with large codebases (minimum C++11, C++17 desired).
Experience with C++ build tools (Bazel, CMake, Premake, Visual Studio/MSBuild), build acceleration tools, and managing Jenkins configurations.
Proficiency in Linux and Windows build environments, including debugging build and runtime issues; shell and Python scripting experience for build automation.
Work Experience Required: Not explicitly mentioned in the JD.
Experience working with large, complex, multi-language codebases (C++, Java, Scala) in financial services or similar environments with critical production systems.
Familiarity with code quality and static/dynamic analysis tools (Sonar, cppcheck, clang-tidy, Valgrind, sanitizers).
Prior involvement in globally distributed teams coordinating multi-stakeholder development and deployments, preferably in fixed income derivatives or front-office quant developer environments.