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We are seeking a highly skilled Pricing Services and Risk Viewer UI Developer to join our FX Risk IT team in London. This is a senior software development position that requires excellent C# and TypeScript/React skills and strong knowledge of pricing model and risk analytics for both vanilla and exotic FX derivatives. Previous experience in developing scalable systems is essential. In addition to day-to-day coding work, the candidate will collaborate closely with business analysts, traders and software engineers to ensure seamless integration into real-time trading platforms. The successful candidate will have a strong technical background, and excellent collaboration skills. They will analyse, design, and develop solutions; and provide level 3 support for production systems as required.
Job Responsibility:
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 backtesting and performance analysis of models and trading strategies
Provide technical guidance and support across the trading floor on model behaviour 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
Requirements:
Degree in an IT-related discipline with substantial experience in software development
Solid understanding of mathematics, as applied to derivatives risk and pricing
Excellent written and verbal communication skills in English
Highly experienced C#, TypeScript/React, and Quant Library integration, especially with regard to delivery in a fast-paced, agile culture
Experience working with traders, quants, and risk managers in an investment-banking environment
Deep understanding of exotic FX derivatives trading, risk, and pricing
Strong communication, collaboration, and mentoring capabilities
Ability to operate effectively in a fast-paced, delivery-focused environment
Coding: C#, java, quantitative libraries
Exposure to C++, APIs, and web services
Familiarity with agile methodologies, DevOps practices, and continuous integration