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Monte Carlo Simulations Developer (C++/C#)


Date live: May. 20, 2020

Location: Prague

Reference Code: 90257498

Business Area: COO & Functions

Area of Expertise: Technology

Contract: Permanent

C++/C# Developer (Monte Carlo Simulation)

Barclays are looking for a talented individual who will work Developing in C# or and C++ within our Risk, Finance and Treasury Team. The successful candidate will work in simulation of market data using Monte Carlo methods into the bank’s state-of the-art calculation engine processing millions of trades every day and contribute to its evolution through successful team collaboration. You will be motivated by the opportunity to build quality solutions in a technical environment. 
The successful candidate will be rewarded with a fantastic opportunity to work within a driven, like-minded team using a mix of technologies and can shape the integration of currently built risk engine with a wide our calculation engine.

What will you be doing?

Agile development using C++ and C# using Visual Studio
Development of a distributed cross-asset trade pre-processing solution for EOD and intra-day risk
Design of appropriate solutions within defined remit.
Producing SOLID code with excellent test coverage
Delivering solutions within a DevOps environment with a relentless focus on automation of testing and deployment via TeamCity and internal testing frameworks
Full participation in Kanban software delivery process backed by Jira/Git/Bitbucket tooling with strong emphasis on code reviews and team collaboration

What we’re looking for:

Ability to understand complex systems with a large number of interacting components
Ability to do development in C++ 
Ability to code in C# (need not have proficiency from day one)
Appreciations of SOLID design principles and its effective application in practice 

Skills that will help you in the role:

C# development skills
Development in scripting language such as Python 

Where will you be working?

With 120 thousands of employees and over 326 years of tradition, we are one of the largest banking company in the world. Over the years, we have come up with many revolutionary ideas that changed the way people think about their finances; whether it was the first credit card issued in Great Britain or the first ATM machine, we have always been trying to push the banking business a little further. Our Prague office is part of the Operations and Technology Division, and as such, we try our best to stay at the top of our technological game. However, the technology itself is not the most important thing. What matters the most to us is the way our ingenuity can help provide better service to our customers and make life easier for our employees.

Interested and want to know more about Barclays? Visit for more details. 

Our Values 

Our purpose is creating opportunities to rise. We support sustainable and inclusive growth by connecting the ideas, innovations and aspirations of our customers and clients to the capital that can bring them to life. For over 325 years we have funded progress, and today we remain committed to helping make our world more sustainable, more inclusive and more connected.

Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship. 

Our Diversity

We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.

Our Benefits

Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. If you have a need for flexibility then please discuss this with us.

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