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Software Developer - Commoditires - London

SystemRSLondon🇬🇧United Kingdom

Quick overview

SeniorityMid Senior
Employment typeTemporary/Casual
Work modeHybrid
LocationLondon, United Kingdom
LinearAngularC#.NETC++

Job description

Software Developer - Financial Markets/Commodities - Contract (Inside IR35)

4 days in the office

C#/.NET, C++

We are looking for a Software Developer to join a Front Office technology team supporting trading and risk management within Financial Markets. This role sits close to the business, working with traders, quants and risk teams to deliver pricing and risk solutions working mainly in commodities markets.

Key Responsibilities

  • Develop and enhance pricing, risk and trading applications used by Front Office users.
  • Integrate quantitative pricing models and analytics libraries into business-facing applications.
  • Work with C++ pricing engines and integrate them into C# based platforms.
  • Support the onboarding of new products and ensure appropriate pricing and risk functionality is available to traders.
  • Collaborate with traders, quants and business stakeholders to deliver technology solutions aligned with business requirements.
  • Contribute to application architecture, design and best practice development standards.
  • Provide support and enhancements for pricing tools used across the trading business.

Required Experience

  • Strong software development background.
  • Experience integrating C++ analytics and pricing libraries into C# applications
  • .Net platform, C# language, WPF, angular
  • Strong object-oriented programming skills.
  • Good understanding of software architecture and design patterns, including n-tier and MVVM frameworks.
  • Experience working within Financial Markets environments.
  • Commodities experience, oil, natural gas, power or metals markets.
  • Good understanding of derivatives products, both exchange-traded and OTC.
  • Knowledge of risk concepts including linear and non-linear risk.
  • Understanding of options pricing and Greeks, including Delta, Gamma, Vega and higher-order sensitivities.
  • Familiarity with volatility surfaces, volatility smiles and implied volatility curves.
  • Experience with market data curves, valuation curves and curve publishing processes.
  • Previous experience integrating pricing models or pricing tools used by traders.

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