Quantitative Model Integration/ Risk Engine development specialists at all levels sought for a Greenfield Programme initiative to re-develop all of the pricing, risk and booking architectures for a progressive FX Derivatives business.
C++ Quantitative Model integration/ development specialists sought for the FX Derivatives and Exotics business of a leading Investment Bank.
Our client has recently expanded their FX Derivatives business team and is seeking to entirely re-develop the pricing, risk and bookings systems which the business use. This has resulted in budget being acquired for a number of key hires to work on and manage this Greenfield project. Individuals must have an exceptional level of C++ accompanied by strong exposure to FX, Interest Rate or Credit Derivatives knowledge. Key projects for 2008 and beyond are extremely varied and include building new risk engines, new product valuation tools and models as well as new architectural developments to increase the capacity and calculation power of systems in the future.
There are a number of roles for exceptional technical individuals within this team whether they are individuals currently working as a developer or those who, while still hands on, are engaged in team leadership or management. The key for individuals working in this team will be a combination of technical development skills; business knowledge and a front office delivery focussed personal attributes.
