applicants

An FX Options Pricing and Risk Developer is currently required for our large investment banking client based in Marylebone, London for an initial 6 month contract to start ASAP.

This role is focused primarily on FX Options and Hybrids and will involve working very closely with the Trading and Quant teams.

The deliverables will include enhancing the pricing and risk analysis and reporting capabilities of the existing platform, integration of new models and products, and development of common components for the single cross-asset platform.

The systems the team develops and supports are classifies as Tier 1 business critical which requires a very flexible approach to work. Developers are expected to respond quickly to changing trader requirements and to issues escalated from the front line support team.

The ideal candidate will require-

·A good understanding of C++ including STL, Templates and, preferably, Boost

·A detailed knowledge of FX Options including complex exotics.

·Experience of another asset class, preferably interest rate derivatives, would be an advantage.

·The application front end is developed in C# and a working knowledge would be useful.

·Familiarity with and Knowledge of Grid Computing and Distributed SystemsIn return we can offer a generous daily rate so please send your CV now for an immediate response.