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Java Developer - FX/E Rates - Pricing

Employer
Huxley
Location
London, United Kingdom
Salary
GBP800 - GBP1000 per day + Via Umbrella
Closing date
Mar 6, 2024

View more

Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
A major Fs client I'm working with is looking for a Java developer to join there team based in London.


Job Description:

  • Forward Pricing - producing FX forward prices from Rates, Futures, FX broker prices and integration to Quant Analytics for distribution and trading over FX eCommerce Channels.
  • Development of pricing control features with the FX voice and electronic trading desk traders and quants eg price tiering, derived crossing, manual curve adjustment, spreading, interpolation.
  • Development of the forward pricing infrastructure to provide on demand quoting and crossing of curves from E-commerce systems.
  • Integration of new pricing models and use of new market data feeds in the pricing.

Main Duties:
  • Work directly with the eRisk Quant Traders and the Cash FX Forward and NDF traders on requirements.
  • Work with the technical lead and other development teams within the programme to enhance the system eg to support local onshore market trading requirements, risk management requirement.
  • Draw-up detailed technical designs for items worked on.
  • Work effectively with any external consultancies engaged during the project to provide technical and graphical design expertise.
  • Implement best-of-breed technical solutions based on agreed technical design, adopting industry standard development patterns and methodologies (including continuous integration and automated unit and integration testing)
  • Fully test implemented solutions in advance of User Acceptance Testing
  • Assist (when required) with the deployment of components to development and test environments
  • Participate in intra-day and overnight Support rotas (when required).

Skillset:
  • Java Server Side development experience is essential. The candidate must be able to demonstrate knowledge of multi-threaded development.
  • Experience connecting to TradeWeb/BBG/MarketAxess
  • Experience with ION Java API is advantageous.
  • Demonstrable experience implementing global, distributed systems in a 24. 5.5 trading environment is essential .
  • Experience of building FX or eRates pricing systems for eCommerce advantageous.
  • KDB/Q knowledge advantageous but not essential
  • C++/python advantageous

Business Knowledge:
  • Operation of trading desks in a large, multi-site Investment Bank with significant eCommerce offering
  • Foreign Exchange in a high volume low latency environment.
  • Experience working on enterprise systems but also agile delivery of Quant and Business requirements.
  • Spot FX market conventions
  • Forward FX market conventions

This will be on a long term contract basis, paying £800-1000P/D via umbrella where the successful candidate will be working on a hybrid Policy in the london office 2-3 days a week (negotiable subject to experience).

If interested, please send across your most recent CV and I'll be in touch if suitable.

Please click here to find out more about our Key Information Documents. Please note that the documents provided contain generic information. If we are successful in finding you an assignment, you will receive a Key Information Document which will be specific to the vendor set-up you have chosen and your placement.

To find out more about Huxley, please visit www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales

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