C# Pricing Services Analyst/Developer

C# Pricing Services Analyst/Developer FX Options

Our prestigious Global Investment Bank client is seeking a permanent highly skilled Pricing Services Analyst/Developer to join its GIT - CMI - Risk FX IT team. This senior role requires an individual with exceptional skills in C#, and integrating quant libraries. A strong background in pricing models and risk analytics for both vanilla and exotic FX derivatives. The successful candidate will be instrumental in developing low-latency, scalable systems and ensuring their seamless integration into Real Time trading platforms.

Required Skills & Qualifications:

• Highly experienced in C#, Java, and Quant Library development, particularly within a fast-paced, agile environment.
• Solid understanding of mathematics as applied to derivatives risk and pricing.
• Experience working with traders, quants, and risk managers in an investment banking environment.
• Excellent written and verbal communication skills in English.

Desirable:

• C++ development experience, experience with APIs and web services interfaces, and some French language skills.

Day-to-Day Responsibilities:

• Design and implement pricing and risk analytics tools for FX cash trades and options, including exotic and structured products.
• Develop and optimize quantitative models in collaboration with quants and traders.
• Ensure robust integration of pricing libraries with trading systems.
• 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.
• Contribute to the continuous improvement of coding standards, testing frameworks, and development practices.

Benefits:

• Competitive salary and benefits package.
• Opportunities for professional growth and development within a dynamic and supportive environment.
• Access to cutting-edge technology and tools.

How to Apply:

To apply for the Pricing Services Developer position, please submit your CV and a cover letter detailing your relevant experience and why you are interested in this role.