Rates Developer (Java)

Purpose:

• 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 e.g. price tiering, derived crossing, manual curve adjustment, spreading, interpolation.
• Development of the forward pricing infrastructure to provide on-demand quoting and crossing of curves from ecommerce systems.
• 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 e.g. 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
• Python 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
• Candidate needs to be self-motivated and have a drive for problem solving.