International Investment Bank seeks a Senior C#/C++ developer with a strong past track record of delivering Front Office derivatives trading applications at a major investment bank. The Senior C#/C++ developers experience would ideally cover one or more of: FX derivatives, pricing, risk, or electronic trading systems.

The requirement is to construct a system which will accurately and quickly measure the risk of an options book and automatically execute hedge trades to dynamically maintain the risk position. This role covers the section of the overall system which will receive live risk data, implement the trading algorithms, and executes the hedge trades.

Quantitative derivatives business knowledge:
-Options Pricing/Risk, ideally in FX,
-Strong object oriented design and development skills coupled with practical problem solving skills,
-Strong C# and C++/Win development,
-Good communication and interpersonal skills,
-Good theoretical understanding of distributed systems-networking, concurrency, fault tolerance, real time systems, messaging, databases,
-Good knowledge of best practice development Agile, test-driven development.

Experience:
-Front office development is essential. Track record of delivering derivatives pricing/risk systems-design and build. The best candidates will be able to point to numerous major deliveries over a number of years,
-Experience working on electronic/algo trading platforms is be highly beneficial,
-Successful establishment and management of full life cycle understanding of software project delivery for Front Office trading applications,
-Team leading small focussed development teams, with an emphasis on mentoring juniors and graduates in best practice software engineering. Managing multi-centre/offshore development resources,
-Capable of RAD work (e.g. Excel) and designing and developing multi-tier systems (e.g. risk engine work); moving comfortably between these extremes.

This is an urgent requirement and will require someone with strong front office banking experience as well as strong development skills in C#/C++.

Start Date : ASAP
Duration : 6 Months +
Salary/Rate : £600+
Agency : Selby Jennings

00 44 207 019 4146