Java Quant Developer - FX

Java Quant Developer - FX

My client a leading Financial Services business is looking for a Java Developer with a background in Risk management to work as part of a global team delivering technology solutions to the business users.

Responsible for the development of a client facing risk analytics application and the underlying quant library which is used for valuations and margin calculations.

Working experience:

  • Java development experience. 
  • Experience of building pricing libraries/algorithms for FX products (preferably in Java)
  • Experience/understanding of Curve bootstrapping process, NPV calculation, Greeks, VAR, Expected Shortfall

If this role is of interest please send a copy of your CV and a brief description of your current work situation.