Senior Software Developer

A new exciting permanent, Vice President level, Senior Software Developer to join an exciting growing GIT - CMI - Risk FX IT department with a global leading investment bank.This senior software development position requires a candidate with outstanding skills in C# and TypeScript/React, and a robust understanding of pricing models and risk analytics for both vanilla and exotic FX derivatives. The role involves close collaboration with business analysts, traders, and software engineers to ensure seamless integration into Real Time trading platforms.

Day-to-day of the role:

• 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 back testing 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.

• A degree in an IT-related subject with substantial experience in software development.
• Highly experienced in C#, TypeScript/React, and Quant Library integration.
• Solid understanding of mathematics as applied to derivatives risk and pricing.
• Excellent written and verbal communication skills in English.
• Experience working with traders, quants, and risk managers in an investment-banking environment.
• Front office trading, pricing in FX within a bank, investment management environment would be desired

• Competitive salary and benefits package.
• Opportunities for professional growth and development.
• Dynamic and collaborative working environment.

Legal and Regulatory Responsibilities:

• Comply with all applicable legal, regulatory, and internal Compliance requirements.
• Maintain appropriate knowledge to ensure full qualification for the role.
• Complete all mandatory training as required to attain and maintain competence.