£700 - £900 per day + (INSIDE IR35)
4 months ago
Role: Snr Java Developer (FX)
Rate: £900 p/d (Inside IR35)
Duration: 12 Months
Location: London + Agile/Flexible Working
- Java Deevloper to support the development of the forward pricing infrastructure to provide on-demand quoting and crossing of curves from ecommerce systems.
- Integration of new pricing models and use of new market data feeds in the pricing.
- Work directly with the eRisk Quant Traders and the Cash FX Forward and NDF traders on requirements.
- Development of pricing control features with the FX voice and electronic trading desk traders and quants e.g. price tiering, derived crossing, manual curve adjustment, spreading, interpolation.
Essential Business Knowledge:
- Operation of trading desks in a large, multi-site Investment Bank with significant eCommerce offering
- Foreign Exchange in a high-volume low latency environment.
- Experience working on enterprise systems but also agile delivery of Quant and Business requirements.
- Spot FX market conventions
- Forward FX market conventions
- Java server-side development experience is essential.
- The candidate must be able to demonstrate knowledge of multi-threaded development.
- Demonstrable experience implementing global, distributed systems in a 24 * 5.5 trading environment is essential.
- Experience of building FX or eRates pricing systems for eCommerce advantageous.
- KDB / Q knowledge advantageous but not essential
- C++ / python advantageous