C# .Net Lead Developer- C#/Excel/VBA/- Interest Rate Derivative Pricing | Based in Toronto – Canada recruitment

This is an exceptional opportunity for an experienced Excel/VBA/C# Developer to work across with the Canadian Trading desks of one of the world’s leading Investment Banking firms- with a specific focus on the Toronto Trading desk.  The role will drive development of variety of trading tools including, but not limited to, Excel based Pricing and Risk Management tools as well as contribute to the development of strategic efforts in the area of Live Pricing. An excellent understanding of the desks needs across functional boundaries (pricing, risk, trade capture, execution) and an ability to interact with traders is required in addition to solid development skills.  This is a highly attractive role for those that are looking to become more integrated with business concepts, therefore those that are looking for a fast paced and interactive role are encouraged to reply.

Technical requirements for Senior Developer- Excel/VBA/C#- Derivative Pricing

•           Developing performing and maintainable Excel/VBA based tools

•           C#/.NET and/OR Java highly desirable

•           Fixed Income pricing applications experience

•           Object Oriented expert and design patterns

•           Databases and ideally distributed cache products like Coherence, Oracle, etc

•           Distributed compute grids highly desirable (DataSynapse)

•           Agile

Business Knowledge required for Senior Developer- Excel/VBA/C#- Derivative Pricing

•           Valuation of Vanilla Rates products, such as IR Swaps, Swaptions, Futures and Government Bonds

•           Market conventions in terms of quoting, trading and electronic execution of these trades

•           P/L Decomposition and familiarity with curve construction methodologies

Responsibilities for Senior Developer- Excel/VBA/C#- Derivative Pricing

•           Be the primary pricing/tools developer for the Swaps desk in Toronto

•           Develop tools and/or applications, primarily in Live Pricing/Quoting, Risk and Trade Capture space

•           Collaborate with technology teams responsible for Core systems

•           Continuously evaluate  the best mix of technology to solve the business problems

If you are interested in applying for the Senior Developer- Excel/VBA/C#- Derivative Pricing | Toronto, Canada, please send through an up to date resume to itappointments@selbyjennings.com OR contact the team on 212 231 8223.