Dev Ops Engineer C 40u/w

The Financial Engineering (FEng) team builds and maintains all in-house-built validated financial models, pay-offs and analytics to Markets and Treasury. The team manages the following tasks:

• New models, pay-offs and related analytics (implemented in Quark, the inhouse model library).

• Maintenance and updating of existing models and their implementation,

• Support of other departments in their need for and effective usage of Feng's tools.

Rabobank is in the process of implementing Murex, a vendor system. Most of the more complex models in Murex have been found to be inadequate. Hence Rabobank wants to link its own model library with Murex by using a Murex API called Flex.

As Murex is LINUX based whereas Quark is currently Windows based Feng is in the process of changing Quark so that Quark will be platform independent. In addition, the new version of Quark should be thread-safe and stateless.

Key Responsibilities and Accountabilities:

• Make changes in the Quark library to enable Quark to interface with Murex's Flex API (as part of a team effort within Feng).

• Make changes in the Quark library to create a new version of Quark that is platform independent, stateless and thread-safe without deteriorating the current capabilities of Quark (fast, scalable, usable in an Excel environment) (as part of a team effort within Feng).

• Provide IT development support to push the project forward faster along with the FEng members.

• Strong C++ knowledge, programming skills and experience,

• IT skills that can be drawn on to solve architectural issues,

• Good experience with cross-platform build systems such as CMake

• Strong risk control and risk awareness skills,

• Desirable: Experience with working in a quant/investment banking environment,

• Desirable: Experience working in large C++ projects (particularly with a purview of restructuring),

• Desirable: Experience with Azure stacks.

Personal attributes:

• Clear use of initiative, self-motivation & drive in order to achieve targets set for this role,

• Self-motivator, ability to work effectively under pressure and results driven,

• Takes responsibility for own results & projects,

• Clear and effective communication,

• Exhibits professional acumen, integrity, discretion, credibility, confidentiality and trustworthiness.