Description
C++ Lead Developer, FX Options Pricing & Risk - Front Office IT - Investment Banking
Experienced C++ lead developer required for FX Options team, working very closely with the Trading and Quant teams.
Essential Skills
- Detailed knowledge of FX Options (Candidates with detailed knowledge and pricing/risk development in another asset class will be considered)
- Very strong C++ experience including latest language features
- Good understanding of object-oriented principles eg SOLID
- Use of unit-testing strategies
- Software team leadership
The analytics are developed in C++ and very strong development skills are required; the application Front End is developed in C# and a good working knowledge is desirable. Candidates will be expected to have a proven track record of delivery and a detailed knowledge of the systems they have worked on, having contributed significantly to their architecture and design.
Desirable Skills
- C#/.NET and UI development
- Source code refactoring
- Strong interest in understanding the business needs
The candidate must also have strong software development and analytical skills, and experience of working very closely with a trading business. The deliverables will include developing new tools for trading and sales, enhancing the pricing, risk analysis and reporting capabilities of the existing platform, integration of new models and analytics.
The FX Options Front Office development team, develops a suite of applications for pricing and risk managing FX Options. The team works very closely with Quants and Traders to rapidly deliver solutions to the Front Office. All of the systems developed by the team have a global user base, and rely on in house developed Grid Computing solutions to distribute calculations to a large network of computer resources. Pricing services are used behind the bank's single dealer platform and hence have very high uptime and reliability requirements.
Adlam Consulting operates as an Employment Agency & an Employment Business.
Applicants must be eligible to work in the specified location