C++ Developer - FX Options Trading - Investment Bank

London  ‐ Onsite
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Description

C++ Developer - FX Options Trading - Investment Bank

Essential Skills

  • 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
  • Educated to degree-level at minimum in a numerate or technical discipline

Desirable Skills

  • Strong interest in understanding the business needs
  • C#/.NET and UI development
  • Python
  • Source code refactoring

The candidate must exhibit strong software engineering skills. They must be able to interact confidently with business users and quants. The analytics are developed in C++ and very strong development skills are required; some reporting functionality is developed in python and the application Front End is developed in C# and a good working knowledge of one or both of these 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. Experience of FX options, including structured products would be beneficial but applicants with experience of another asset class will be considered and are welcome to apply.

The role is for a senior developer, focused primarily on FX Options, and involves working very closely with the Trading and Quant teams. The candidate must have strong software development and analytical skills, and experience of working closely with Front Office users. The deliverables will focus on risk tools and reporting for the FX Prime Brokerage business, enhancing the pricing, risk analysis and reporting capabilities of the existing platform, and integration of new models and analytics. The systems the team develops and supports are classified 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.

Long term project. Adlam Consulting operates as an Employment Agency & an Employment Business Applicants must be eligible to work in the specified location

Start date
ASAP
Duration
6months ongoing
From
Adlam Consulting Ltd
Published at
05.03.2021
Project ID:
2062927
Contract type
Freelance
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