Role: Snr Java Developer (FX)

Rate: £900 p/d (Inside IR35)

Duration: 12 Months

Location: London + Agile/Flexible Working

Role:

• 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

Experience:

• 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