City of London, London
£650 - £800 per day
Java Quant Developer - FX
Investment Bank - London City
12 Month Contract - £800 per day
Java, J2SE, Java 8, Low Latency, VAR, Greeks, Risk, FX, Quant, Rates, Pricing
Harrington Starr is working with a Global European Investment Bank in the City of London who are looking to hire a seasoned Senior Java Quant Developer to join a small buy highly dynamic development team to work on a range of Greenfield projects, where you will be working with a team of FX Quants, building out a large pricing platform. This is a great opportunity to work with a Leading Investment Bank in the City where you will add value to this project and also lead the project from design to implementation.
As the Java Quant Developer, you will be 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/algorithms for FX products (preferably in Java)
- Experience/understanding of Curve bootstrapping process, NPV calculation, Greeks, VAR, Expected Shortfall
This is a great opportunity to join a small development team that reports directly to the business making them a dynamic and forward thinking tech team. If you are interested in hearing more about this role, please get in contact with Brad Golder at Harrington Starr.