Senior C# Developer FX Options Risk
Posted Today by Jobserve
Negotiable
Undetermined
Undetermined
London
Summary: The Pricing Services and Risk Viewer UI Developer role is a senior software development position focused on creating and enhancing pricing and risk analytics tools for FX derivatives. The ideal candidate will possess strong C# and TypeScript/React skills, along with a solid understanding of pricing models and risk analytics. Collaboration with business analysts, traders, and software engineers is essential for integrating these tools into Real Time trading platforms. The position requires a proactive approach to improving coding standards and development practices.
Key Responsibilities:
- Design and implement pricing and risk analytics tools for FX cash trades and options, including exotic and structured products.
- Integrate and support the optimization of quantitative models in collaboration with quants and traders.
- Maintain and enhance low-latency infrastructure for Real Time risk and PnL calculations.
- Conduct back-testing and performance analysis of models and trading strategies.
- Provide technical guidance and support across the trading floor on model behavior and system performance.
- Liaise with technology and infrastructure teams to ensure robust deployment and monitoring of analytic tools.
- Enhance the FX Options Risk Viewer UI in collaboration with traders and other IT team members.
- Contribute to the continuous improvement of coding standards, testing frameworks, and development practices.
Key Skills:
- substantial experience in software development.
- Highly experienced in C#, TypeScript/React, and Quant Library integration.
- Solid understanding of mathematics as applied to derivatives risk and pricing.
- Excellent written and verbal communication skills in English.
- Experience working with traders, quants, and risk managers in an investment-banking environment.
- Desirable: C++ development experience, experience with APIs and web services interfaces.
Salary (Rate): £925.00 Daily
City: London
Country: United Kingdom
Working Arrangements: undetermined
IR35 Status: undetermined
Seniority Level: Senior
Industry: IT
Pricing Services and Risk Viewer UI Developer
We are seeking a highly skilled Pricing Services and Risk Viewer UI Developer to join our dynamic team. This senior software development position requires excellent C# and TypeScript/React skills, a strong knowledge of pricing models, quant libraries and risk analytics for both vanilla and exotic FX derivatives. The successful candidate will collaborate closely with business analysts, traders, and software engineers to ensure seamless integration into Real Time trading platforms.
Key Responsibilities:
- Design and implement pricing and risk analytics tools for FX cash trades and options, including exotic and structured products.
- Integrate and support the optimization of quantitative models in collaboration with quants and traders.
- Maintain and enhance low-latency infrastructure for Real Time risk and PnL calculations.
- Conduct back-testing and performance analysis of models and trading strategies.
- Provide technical guidance and support across the trading floor on model behavior and system performance.
- Liaise with technology and infrastructure teams to ensure robust deployment and monitoring of analytic tools.
- Enhance the FX Options Risk Viewer UI in collaboration with traders and other IT team members.
- Contribute to the continuous improvement of coding standards, testing frameworks, and development practices.
Required Skills & Qualifications:
- substantial experience in software development.
- Highly experienced in C#, TypeScript/React, and Quant Library integration.
- Solid understanding of mathematics as applied to derivatives risk and pricing.
- Excellent written and verbal communication skills in English.
- Experience working with traders, quants, and risk managers in an investment-banking environment.
- Desirable: C++ development experience, experience with APIs and web services interfaces.
Management and Reporting:
- Aligns with development teams using quant libraries including Asgard, Pricing Service, FOX, and Orchestrade.
Legal and Regulatory Responsibilities:
- Comply with all applicable legal, regulatory, and internal Compliance requirements.
- Maintain appropriate knowledge to ensure full qualification to undertake the role.
- Complete all mandatory training as required to attain and maintain competence.
How to Apply:
To apply for the Pricing Services and Risk Viewer UI Developer position, please submit your CV and cover letter detailing your relevant experience and qualifications. Highlight your experience in software development, particularly in C# and TypeScript/React, and your understanding of FX derivatives trading, risk, and pricing.