FX Quantitative Developer recruitment
• The individual will oversee the FX Quant developers located in Stamford, a group of five. This includes keeping track of project progress and coaching of junior team members.
• The individual will work closely with the primary clients of the pricing applications - the FX Option Trading Desk and the FX Distribution Team.
• The individual will work closely with other teams contributing to the pricing space, namely the other FX Derivatives IT teams and the FX Quant Group.
• The individual will work across the entire lifecycle from analysis to development, implementation, production rollout and second level support.
Basic Qualifications
• Bachelors degree or international equivalent in computer science, engineering, mathematics or related major
• Minimum of 5 year experience with Java, preferably within a financial institution
• Knowledge of option pricing and valuation models
Preferred Qualifications
• Masters financial engineering or a mathematical /quantitative focus
• Front office development in a derivative asset class (preferably FX, but Equities, Credit and Rates also desirable)
• Experience of front office derivative pricing systems
• Some exposure to C++
• Track record of being accountable for a small team