London, United Kingdom
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.
- Java development experience.
- Experience of building pricing libraries/algorithm 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.