As the Quantitative Developer, you will have a 1 / 2.1 Mathematical degree with a minimum 5 years development experience including C++. You will also have Front Office Derivatives / Risk Management knowledge and experience with analytic coding / pricing. A proven track record of developing and delivering solutions in a commercial environment is expected. Murex (flex library development) and grid implementation experience is a plus!



This position provides a challenging opportunity to develop and maintain software for the Global FX Options business that encompasses FX Options. Business requirements cover all aspects of a trading, risk reporting and back office system (Murex). The job will require the applicant to liaise with the trading desk, quant teams, M/O and the rest of the IT team. The role is demanding, as the applicant must gain a good level of knowledge of the traded products, pricing and risk involved with these products and how Murex works. This is a role for a person with both IT experience and business knowledge. The candidate must be able to work in a dynamic environment with demanding clients.



Responsibilities

As a quant developer within the Global FX Derivatives team, responsibilities include:

- Development of FX Exotic Options pricing models and model integration.

- Ability to liaise and discuss analytic content with Quant Analysts.

- Ability to liaise and develop with multiple business and technology groups.

- Ability to quickly understand third party platforms and products.

- Technical analysis, design, testing and implementation.

- Contribution of requirements, design, integration and testing issues with the business users: traders, quants and M/O.

- Working in a global team drawing on other team member's experiences of technology to contribute to the team's solutions.

- Proactively supports knowledge sharing within the GFX technology.
Experience: Required Experience/Skills:

- 1 / 2.1 Mathematical degree.

- Minimum 5 years development experience including C++.

- Front Office Derivatives / Risk Management knowledge.

- Experience with analytic coding / pricing.

- A proven track record of developing and delivering solutions in a commercial environment.

- Is flexible, pragmatic and a self starter.

- Strong problem solving skills.

- Strong communication skills.



Preferred Experience/Skills:

- Post graduate qualification MSc /PhD.

- Murex experience (flex library development).

- Grid implementation experience.



This is an excellent opportunity to join a winning team. Take your career to the next level and turn your interest into action. Apply Now! Or, send your resume directly to . The only way to learn more is by taking the next step.

To Apply to this job go to http://www.GadBall.com or click here