Java Developer - FX/E Rates - Pricing
London
Huxley
A major Fs client I'm working with is looking for a Java developer to join there team based in London. Job Description: Forward Pricing - producing FX forward prices from Rates, Futures, FX broker prices and integration to Quant Analytics for distribution and trading over FX eCommerce … Channels. Development of pricing control features with the FX voice and electronic trading desk traders and quants eg price tiering, derived crossing, manual curve adjustment, spreading, interpolation. Development of the forward pricing infrastructure to provide on demand quoting and crossing of curves from E-commerce systems. Integration of … new pricing models and use of new market data feeds in the pricing. Main Duties: Work directly with the eRisk Quant Traders and the Cash FX Forward and NDF traders on requirements. Work with the technical lead and other development teams within the programme to enhance the system eg more »
Employment Type: Contract
Rate: £800 - £1,000
Posted: