Pricing Services Developer

• Design and implement pricing and risk analytics tools for FX cash trades and options, including exotic and structured products
• Collaborate with quantitative analysts and traders to develop and optimize pricing models
• Ensure robust integration of pricing libraries into real-time trading platforms
• Maintain and enhance low-latency infrastructure for real-time risk and PnL calculations
• Conduct back-testing and performance analysis of models and trading strategies
• Provide technical guidance across the trading floor regarding model behaviour and system performance
• Partner with infrastructure and technology teams to ensure reliable deployment and monitoring of analytic tools
• Contribute to the continuous improvement of development practices, coding standards, and testing frameworks

• Degree in an IT-related discipline with substantial experience in software development
• Extensive hands-on experience with C#, Java, and quantitative libraries
• Proven track record in developing scalable, low-latency systems within an investment banking environment
• Strong understanding of mathematics as applied to derivatives pricing and risk
• Experience working directly with traders, quants, and risk managers
• Deep understanding of exotic FX derivatives trading, risk, and pricing
• Strong communication, collaboration, and mentoring capabilities
• Ability to operate effectively in a fast-paced, delivery-focused environment
• Coding: C#, java, quantitative libraries
• Exposure to C++, APIs, and web services
• Familiarity with agile methodologies, DevOps practices, and continuous integration
• English (fluency required)

French (desirable)