FX Options Pricing Developer | C++ / C# | Front Office | £775-850/day

Our investment banking clients is looking for an experienced Front Office FX Options Pricing Developer to join a small, highly visible team supporting the bank's global FX Options trading platform.

This is not a generic development role. They are specifically looking for candidates who have worked directly with traders, quants and sales teams on pricing platforms within an investment banking environment.

The successful candidate will contribute to the day-to-day support and development of a business-critical pricing platform, delivering enhancements, resolving trader queries and supporting ongoing strategic initiatives.

Required Experience

• Strong C++ development experience
• Front Office derivatives experience
• FX Options pricing experience strongly preferred
• Deep understanding of pricing concepts rather working with ready made pricing solutions
• Direct interaction with traders and quants
• Experience supporting business-critical trading platforms

Desirable

• Good C# knowledge (not essential)
• Equities or Fixed Income options experience
• WinForms / WPF
• .NET Core
• ASP.NET
• Kafka

Environment

• Front Office FX Options
• Direct trader interaction
• Small specialist team
• High visibility role
• London hybrid working