Front Office C++/Python Developer – Rates/Currencies Pricing and Risk recruitment

Rates Currencies Technology, New York City, Tier 1 Investment  Bank

Circa $135,000- $175,000 + Extremely Competitive Bonus Benefits Package 

(Python, C++. FX, Front Office, Options, STL, Boost, Multi-Threading, Unix/Linux) 

My client is a Leading Tier 1 Global Investment Bank, with a huge focus on expanding its front office business teams and building out its pricing and risk trading system. Through continued expansion of the FX/rates desk in New York and a focus on building and improving the technology/quantitative systems, the team is seeking a talented FX Python Developer to take a key role in the team. You will join a small and focused team of developers/quants, working on the front office trading desk and taking responsibility for designing a cutting edge risk engine that provides risk PL data across credit derivatives, interest rate derivatives and bonds. The candidate will interface heavily with the core analytics libraries and be responsible for designing new front office applications for derivatives pricing and risk.

In this role, the candidate will be developing software for the FX Options business of the bank. The successful candidate will be responsible for developing high-quality software on timescales in an intellectually challenging environment. He/she will be required to become proficient in the tools and methods of the team in a short space of time and will be expected to make an ongoing contribution to improving the design, performance and auditable quality of the overall solution.

The ideal candidate will require an excellent background in Python and C++ programming, ideally with experience of STL, Boost, Multi-threading, UNIX and Linux. As well as excellent programming expertise, the candidate will need to have strong financial experience and ideally a background in FX, interest rates or credit derivatives. This is a front office role and will require heavy interaction with traders. Therefore you must have good communication skills and the ability to work in a fast paced and often challenging environment. The business continues to grow rapidly in New York therefore this is a great opportunity for a strong technologist looking to take a high impact role on an exciting and dynamic desk. The bank is known for its focus and investment and technology. While the candidate will have a solid Python background, they will also be open to seeing those with experience and interest in C++, F#, Haskell and any other functional programming languages.

Responsibilities for FX (Python) Senior Developer, Rates Currencies Technology:

• Take lead in the design and develop pricing / risk / PL applications for interest rate derivatives, credit derivatives and bonds

• Sit on the front office desk alongside traders

• Developing software in Python/C++ and other functional programming languages

• Interface with core analytics libraries

Skills required for FX (Python) Senior Developer, Rates Currencies Technology:

• Excellent general programming skills. Experience in Python is highly desirable

• Strong FX options product knowledge or alternatively Interest Rates, Bonds and Derivatives

• Strong education (PhD a plus but not required) in Computer Science, Physics or Mathematics

• Pricing/Risk development

This is a great opportunity to take a senior level role on a desk that will offer broad exposure to a range of derivatives products. The role is suited to a first class candidate with a hybrid skill set. Compensation will be very competitive, with great front office bonus potential. The bank is known for having a rewarding and collaborative culture, that remunerates high performing employees handsomely. The team has just started its search and is looking to begin telephone interview asap. For more information please contact cplusplus@selbyjennings.com or call 212 231 8223