Front Office Derivatives Engineer

• Working on systems supporting derivatives pricing, valuation and risk
• Partnering directly with traders and quantitative teams
• Investigating and solving complex production and engineering problems
• Working across mature, distributed trading platforms
• Taking ownership of solutions from initial problem through to production

Why this role?

This is a genuinely Front Office and technically hands-on VP role with direct exposure to traders and quantitative teams.

You’ll work on sophisticated derivatives products, pricing models, Greeks, market risk and P&L while solving challenging engineering problems across complex trading platforms.

We’re looking for a senior engineer who still enjoys writing code, solving complex problems and understanding systems end-to-end.

What we are looking for

• 8+ years of hands-on software engineering experience
• Background within investment banking, hedge funds or Front Office trading environments
• Strong C++, Java or C# development skills
• Strong derivatives knowledge across pricing, valuation and risk
• Understanding of Delta, Gamma, Vega, P&L and sensitivities
• Familiarity with pricing methodologies such as Black-Scholes, tree models and Monte Carlo
• Experience with Front Office pricing, risk, valuation or trading applications
• Experience working directly with traders and/or quants
• Strong debugging and problem-solving skills
• New York / Tri-State based with no sponsorship requirement, It’s particularly suited to an experienced C++ / C# / Java engineer who understands derivatives and wants to remain deeply technical while operating at a senior level.

Our client is a leading global financial institution looking for an experienced Front Office Derivatives Engineer to join its Front Office technology team in New York.