VP Pricing Developer

Caspian One; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a skilled software engineer to join their Transparency team, focused on developing cutting-edge front-office pricing and risk systems for FICC derivatives. This role involves collaborating with global sales and trading teams to create essential applications that enhance electronic trading. The ideal candidate will have extensive experience in Core Java and Python, alongside a solid understanding of financial products like Interest Rate Swaps. Join a dynamic team where your expertise will directly impact trading operations worldwide, while also mentoring fellow engineers and driving technical excellence.

Qualifications

• 8+ years as a software engineer delivering front-office pricing/trading/risk solutions.
• Experience working with sales/trading/quants on pricing/risk model implementation.

Responsibilities

• Provide guidance on technical decisions in line with standards.
• Mentor teammates on technical implementations and handle multiple projects.

Skills

Core Java (JDK 11+)

Python

Solace messaging

ZeroMQ

Google Protocol Buffers

JSON

SBE (serialization)

Unit testing

Regression testing

CI/CD

Education

Degree in Computer Science

Degree in Engineering

Degree in Mathematics

Tools

Bloomberg API

Job description

The Transparency team is a Front Office development team responsible for cross-asset automated pricing and risk systems, mainly focused on FICC derivatives. The team works closely with global sales, trading, and quant teams to build applications that incorporate pricing and risk models for electronic trading. These tools are used worldwide by sales and traders and are essential to trading. The team has engineers in Toronto, London, New York, and Singapore.

• Solace messaging
• ZeroMQ (remote socket comms)
• Google Protocol Buffers, JSON, SBE (serialization)
• 8+ years as a software engineer delivering front-office pricing/trading/risk solutions
• Experience working with sales/trading/quants on pricing/risk model implementation
• Experience distributing model output with eTrading/infrastructure teams
• 8+ years of Core Java (JDK 11+)
• 4+ years of Python in enterprise environments
• Solid unit + regression testing in CI/CD

Highly Desirable:

• Knowledge of Interest Rate Swap products (FRA, IRS, XCCY)
• Bloomberg API experience (BPIPE, SAPI, DAPI)
• Java performance testing

Ideal Candidate Will Also:

• Provide guidance on technical decisions in line with standards
• Mentor teammates on technical implementations
• Handle multiple projects at once
• Be familiar with Agile and SDLC

Education

• Degree in Computer Science, Engineering, Mathematics, or a related numerical field

Send me alerts about jobs like this.

Please enter your email address to continue setting up an email alert for similar jobs to this one. By entering your email address and clicking apply you will sign up to Jobs4 and agree to our terms and conditions .