FX Option Pricing Developer / Team Lead (C## / VBA)
FX Option Pricing Developer / Team Lead (C# / VBA) - FX IT
Our client is a prestigious Global Banking organisation. We currently have a role available for an experienced Development professional to lead and manage a small team of developers in LDN, working on the existing Excel based exotics pricing platform while also replacing it with a pricing service which can be used by multiple systems and front ends. Please be advised, only suitable candidates who apply will be contacted in relation to this role.
Main Duties:
Full lifecycle rapid delivery, working directly with the front office users to understand requirements around functionality and performance. Troubleshooting and resolving issues raised by the desk/app management.
Work on the new strategic FX Derivatives Exotics Pricing Service. This is a challenging project, as it must be able to deal flexibly with complex, user customisation of the pricing environment, as well as high volumes of simply defined indicative standard pricing requests. The project will have several phases of delivery, starting with a service for the pricing of FXOption based Notes to external users via Investor Solutions web based front end.
Work on the existing Excel based Pricing Application (developed over the last 4 years by this team as an OO designed application in VBA with an Excel front end – not formulas on spreadsheets) and market publishers. A combination of minor enhancements and extensions as well as migration work to replace Excel based business logic with calls to the new pricing service.
Providing design, development and management direction to ~3 developers in SGP, working closely with the Ldn team lead and your manager to steer, direct and plan the overall direction of the team. Along with contributing significantly you your own development projects.
Requirements:
- Dynamic, driven and a highly efficient time manager with a strong work ethic
- Experience of mentoring and managing developers.
- Ability and willingness to own issues, and drive through solutions.
- Ability to deliver quality accurate solutions to tight time-scales.
- Ability to multi-task and be able to deal with changing priorities and requirements.
- A team player, able to share knowledge and communicate well with people in and outside the team.
- Ability to think analytically.
- Investment banking experience in a derivatives asset class (FX preferably), IR, Equity etc
- Strong C# and OO development; ability to act as a technical authority in the practical use of the language
- Strong numerical skills to degree level
- Broad exposure to other development languages/tools, for example; VBA, C++, SQL Server, XML, XSLT
- Experience working within a Microsoft environment.
We would like to hear from candidates with excellent communication skills and the tanacity to operate in a high pressure/fast paced environment. This role offers career progression, excellent remuneration and benefits and will provide a platform for growth and development.
Interested applicants please email CV to jneale@mcgregor-boyall.com or call Jon Neale at +65 6407 1145.
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