Senior C++ Developer

We are seeking a Senior C++ Developer, with Machine Learning and Neural Networks experience, and a strong background in math. This developer will take a leading role in modernizing our existing C++ mathematical libraries, so that they can benefit from running on HPC architectures, and on distributed cloud based platforms. This developer will also have the opportunity to introduce Machine Learning and Neural Network techniques to enhance the capabilites of our core mathematical libraries.
 Qualifications
 Knowledge and Experience
BSc in Computer Science or Mathematics or related technical discipline
At least 5 years of current hands on experience developing modern C++
Experience in using Machine Learning and Neural Networks to solve real problem
Willingness to operate within large C++ code bases, independently building an understanding of complex code by reading and debugging it
A keen interest in learning advanced finance
A strong background in mathematics
 Preferred
Experience writing code that can offload onto GPUs and other manycore architectures
Experience with code vectorization
An understanding of financial derivatives and risk management