Pricing Services Developer

Credit Agricole CIB; City of Westminster; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading international bank in London seeks a skilled Pricing Services Developer to join the FX Risk IT team. Key responsibilities include designing pricing analytics tools for FX trades and collaborating with traders and analysts. The ideal candidate has extensive experience in C# and Java within an investment banking environment, along with strong quantitative skills and a collaborative mindset. If you thrive in a dynamic trading environment and are committed to delivering high-performance solutions, we want to hear from you.

Qualifications

• Substantial experience in software development.
• Proven track record in developing scalable, low-latency systems.
• Strong understanding of mathematics as applied to derivatives pricing and risk.

Responsibilities

• Design and implement pricing and risk analytics tools for FX trades.
• Collaborate with quantitative analysts to develop pricing models.
• Ensure integration of pricing libraries into trading platforms.

Skills

C#

Java

Quantitative analysis

Collaboration

System performance optimization

Education

Bachelor’s Degree in IT-related discipline

Tools

Quantitative libraries

APIs

Job description

Overview

We are seeking a highly skilled Pricing Services Developer to join our FX Risk IT team in London. This role is integral to the development and integration of pricing and risk analytics tools within our trading infrastructure. The successful candidate will possess deep technical expertise, strong quantitative acumen, and a collaborative mindset to support the delivery of high-performance solutions in a dynamic trading environment.

Responsibilities

• Design and implement pricing and risk analytics tools for FX cash trades and options, including exotic and structured products.
• Collaborate with quantitative analysts and traders to develop and optimize pricing models.
• Ensure robust integration of pricing libraries into real-time trading platforms.
• Maintain and enhance low-latency infrastructure for real-time risk and PnL calculations.
• Conduct back-testing and performance analysis of models and trading strategies.
• Provide technical guidance across the trading floor regarding model behaviour and system performance.
• Partner with infrastructure and technology teams to ensure reliable deployment and monitoring of analytic tools.
• Contribute to the continuous improvement of development practices, coding standards, and testing frameworks.

Qualifications

• Bachelor’s Degree in an IT-related discipline with substantial experience in software development.
• Extensive hands‑on experience with C#, Java, and quantitative libraries.
• Proven track record in developing scalable, low‑latency systems within an investment banking environment.
• Strong understanding of mathematics as applied to derivatives pricing and risk.
• Experience working directly with traders, quants, and risk managers.
• Deep understanding of exotic FX derivatives trading, risk, and pricing.
• Strong communication, collaboration, and mentoring capabilities.
• Ability to operate effectively in a fast‑paced, delivery‑focused environment.

Technical Skills

• Coding: C#, Java, and quantitative libraries.
• Exposure to C++, APIs, and web services.
• Familiarity with agile methodologies, DevOps practices, and continuous integration.

Languages

• English (fluency required)
• French (desirable)