Software Developer - Front Office - London

Key Responsibilities

• Develop and enhance pricing, risk and trading applications used by Front Office users.
• Integrate quantitative pricing models and analytics libraries into business-facing applications.
• Work with pricing engines and integrate them into C# based platforms.
• Support the onboarding of new products and ensure appropriate pricing and risk functionality is available to traders.
• Collaborate with traders, quants and business stakeholders to deliver technology solutions aligned with business requirements.
• Contribute to application architecture, design and best practice development standards.
• Provide support and enhancements for pricing tools used across the trading business.

Required Experience

• Strong software development background.
• Experience with pricing libraries into C# applications
• Net platform, C# language, WPF, angular
• Experience integrating C++ analytics is an advantage
• Strong object-oriented programming skills.
• Good understanding of software architecture and design patterns, including n-tier and MVVM frameworks.
• Experience working within Front Office Financial Markets environments.
• Commodities experience is preferred, oil, natural gas, power or metals markets.
• Good understanding of derivatives products, both exchange-traded and OTC.
• Knowledge of risk concepts including linear and non-linear risk.
• Understanding of options pricing and Greeks, including Delta, Gamma, Vega and higher-order sensitivities.
• Familiarity with volatility surfaces, volatility smiles and implied volatility curves.
• Experience with market data curves, valuation curves and curve publishing processes.
• Previous experience integrating pricing models or pricing tools used by traders.