Job Application

Java, multi-threaded, FX or eRates pricing systems, bonds RFQ trading via ION MarketView, eCommerce

Working with a global banking client based in London to secure the services of a Senior rates developer

• 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 ondemand quoting and crossing of curves from E-commerce systems.
• Connectivity to various external venues such as ION, TradeWeb etc to facilitate distribution of FX/Rates prices.
• 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 GFX programme to enhance the system eg to support local onshore market trading requirements, risk management requirement.
• Draw-up detailed technical designs for items worked on.
• Work effectively with any external consultancies engaged during the project to provide technical and graphical design expertise.
• Implement best-of-breed technical solutions based on agreed technical design, adopting industry standard development patterns and methodologies (including continuous integration and automated unit and integration testing)
• Fully test implemented solutions in advance of User Acceptance Testing
• Assist (when required) with the deployment of components to development and test environments
• Participate in intra-day and overnight Support rotas (when required).

Skillset:

• 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
• familiarity with rates and bonds RFQ trading via ION MarketView Java API advantageous.

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