The challenges of a C++ developer in finance (1/2)

Read about the day-to-day life of 5 C++ consultants at Margo.


Margo puts its developers in the spotlight and invites you to find out more about their daily life, the challenges and technical pressures facing a C++ developer in the financial market.


What was your initial training?

K.: I graduated from ENSIMAG in mathematical modelling and virtual reality.
D. : I did a university course. I wrote a thesis on real-time, automated robotics IT.
E.: I graduated from Telecom Saint-Etienne. I also have a Master’s II in research.
R.: I come from a university background as a theoretical physicist.
N. : I graduated from ENSI.


What is your team working on?

K.: I am working on the integration of a finance library for interest rate products in a software package.
D.: I’m working on the pricing of share derivatives and the calculation of financial indicators (sensitive to variations in the underlying assets).
E.: My team is developing an electronic trading platform from scratch and thus decommissioning the order placing chain in a software package.
R.: My team and I are working on the management of trade payments going from the Front Office (real-time processing) to Back Office: reporting/accounts. 
N.: I’m working on Summit. My team monitors market operations performed in the Front Office.


What software and languages do you use? What kind of operating system do you use?

K.: I use the C++, C# and Java languages and software like Visual Studio, Excel and Summit.  As for the operating system, it’s 80% Windows and 20% Unix.
D.: I work in a Visual Studio development environment and use C++ every day. I also use SVN to manage versions. I use Windows and Linux.
E.: I use Microsoft Visual Studio. Language-wise: C++, C# and some scripting languages. Windows 7 and Red Hat Linux.
R.: The technical environment is rich. I work with the Summit program (financial markets ORM), Git, Jenkins, C/C++, Python, KSH and Bash.
N.: I work on Summit in C/C++ and SQL. The operating system is a mix of Windows, Solaris and Linux.


Why did you choose to work in C++ and not in C# or Java?

K.: C++ (compared to C#/Java) is used for tasks where performance is key and those are the ones I really like.
D.: When I did my training and first missions C# and Java didn’t exist! So C++ was the only option.
E.: I think C++ is an educational and a formative language. It gives you a better understanding of how the machine works.
R.: I chose C++ for the intellectual challenge and the near-infinite possibilities the language offers.
N.:C++ is both a low and high-level language that can be used as object-oriented or not. It lets the developer manage the memory directly, which can be risky, but lets you solve low-level problems. Apart from that, it’s a high-performance language.


[To be continued…]

Financial Markets
High Performance IT


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