Front Office C# Developer – Interest Rate Derivative Pricing- Toronto recruitment
This opportunity is for a Senior Pricing Developer to join a growing team within a prestigious Investment Bank, working specifically within their Fixed Income Derivative pricing team. The candidate will be responsible for the development of pricing tools for the Swaps trading desk- Although the majority of development work will be C#/Excel, there is the opportunity to work with Java applications in the near future.
The required skills for Front Office C# Derivative Pricing Developer - Toronto
Technical Skills
• Excel/ VBA
• C#/
• OO/design patterns
• Java is a big plus
• Distributed computing grids- DataSynapse
Business skills- preferable
• Fixed Income Derivative products
• Basic analytical calculations and understanding of quoting, trading and electronic execution of trades.
• Familiarity with methods for producing real time prices. CFA candidates are encouraged to apply.
The person: Front Office C# Derivative Pricing Developer – Toronto (Excel/VBA, C#, Fixed Income, Derivatives, Pricing)
• Analytical skills.
• Strong verbal and written communication.
• Degree in Computer Science, financial engineering, math, physical sciences or engineering is encouraged.
Primarily, an exceptional developer (ideally C#/Excel/VBA) who has a strong understanding of Fixed Income Derivative pricing systems is of most important to the client. The position itself encourages those with a keen interest in pricing/modelling within the derivative space- therefore those who are seeking exposure to products and the business need look no further.
To apply for the- Front Office C# Derivative Pricing Developer – Toronto (Excel/VBA, C#, Fixed Income, Derivatives, Pricing), please send an up to date resume to: itappointments@selbyjennings.com or contact 212 231 8223/ +44207 019 4163 for more information.