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MRS Staff Software Engineer

MRS Staff Software Engineer

  • Location United States - Texas - Houston
  • Travel required No
  • Job category IT&S Group
  • Relocation available No
  • Job type Professionals
  • Job code 127702BR
  • Experience level Senior
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Job summary

Role Synopsis
Model Runtime Service (MRS) is a grid-based distributed computation environment responsible for running mission-critical pricing and risk calculations using our proprietary pricing libraries. The implementation platform chosen for MRS is Microsoft HPC on AWS and development is mainly done with C# and .NET framework. We are looking for an experienced C# grid developer to take a lead position in the ongoing development and devops activities of MRS.

Key Accountabilities

  • Work within a business facing development team to deliver new solutions to the front office teams across IST businesses such as Oil, International Gas and North American Power & Gas.
  • Run the devops activities associated with MRS
  • Work with other developers, quantitative analysts and business users as part of the wider team within IST Information Technology and Services.
  • Contribute to analysis, design and development of systems, business processes, data and interfaces.
Essential Education
  • A numerate degree from a major university or something equivalent
Essential Experience/Job Requirement/Technical Competencies
  • Previous experience working with (development and devops) similar grid-based distributed systems is a MUST. Having gained this experience on .NET platform is a big PLUS
  • Exceptional development skills in C# and .NET platform
  • Experience in working with /using C++ native libraries is a MUST, having worked with C++ pricing libraries is a big PLUS
  • Strong understanding and practice of object-oriented programming, design patterns and software development best practices
  • Being confident in writing and debugging concurrent/ multithreaded software on .NET platform
  • Good understanding of pricing and risk calculations concepts in derivatives world.
Desirable Criteria
  • Experience of Agile SDLCs
  • Experience with continuous integration tools.
  • Strong numerical skills ideally with a numerate degree
  • Strong understanding of programming paradigms such as distributed architectures and multi-threaded programme design.
  • Familiarity with web based dashboards and web development in general
  • Familiarity with Excel including developing and debugging large macros.

#digitalengineering

Role Synopsis
Model Runtime Service (MRS) is a grid-based distributed computation environment responsible for running mission-critical pricing and risk calculations using our proprietary pricing libraries. The implementation platform chosen for MRS is Microsoft HPC on AWS and development is mainly done with C# and .NET framework. We are looking for an experienced C# grid developer to take a lead position in the ongoing development and devops activities of MRS.

Key Accountabilities

  • Work within a business facing development team to deliver new solutions to the front office teams across IST businesses such as Oil, International Gas and North American Power & Gas.
  • Run the devops activities associated with MRS
  • Work with other developers, quantitative analysts and business users as part of the wider team within IST Information Technology and Services.
  • Contribute to analysis, design and development of systems, business processes, data and interfaces.
Essential Education
  • A numerate degree from a major university or something equivalent
Essential Experience/Job Requirement/Technical Competencies
  • Previous experience working with (development and devops) similar grid-based distributed systems is a MUST. Having gained this experience on .NET platform is a big PLUS
  • Exceptional development skills in C# and .NET platform
  • Experience in working with /using C++ native libraries is a MUST, having worked with C++ pricing libraries is a big PLUS
  • Strong understanding and practice of object-oriented programming, design patterns and software development best practices
  • Being confident in writing and debugging concurrent/ multithreaded software on .NET platform
  • Good understanding of pricing and risk calculations concepts in derivatives world.
Desirable Criteria
  • Experience of Agile SDLCs
  • Experience with continuous integration tools.
  • Strong numerical skills ideally with a numerate degree
  • Strong understanding of programming paradigms such as distributed architectures and multi-threaded programme design.
  • Familiarity with web based dashboards and web development in general
  • Familiarity with Excel including developing and debugging large macros.

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