Java/C++ - Pricing Model Integration – FX Options

Leading investment bank based in London requires a Java/C++ developer to join a long term project integrating pricing models developed by the Quantitive development team into the IT platform, to support a range of FX derivative instruments.

You will be responsible for working closely with the team evaluating the current architecture and integrating the quantitative models within the FXO Valuation Service architecture which will involve liaison with the quantitative development team.

To be considered for this position you will possess a detailed understanding of the FX Options markets, valuation models, risk metrics etc with strong technical skills in Java. C++ development and integration skills

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