Front Office Derivatives Engineer

Concentric Recruitment; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

Concentric Recruitment is seeking an experienced Front Office Derivatives Engineer in New York. This senior role will work directly with traders and quantitative teams on pricing, valuation, and risk systems across derivatives.

You will stay technically hands-on, solving complex problems end-to-end while remaining deeply involved in production-grade trading platforms at a senior level.

Qualifications

• 8+ years of hands-on software engineering experience in finance.
• Background in investment banking, hedge funds or Front Office trading.
• Strong C++, Java or C# development skills with production exposure.
• Knowledge of pricing methods and risk (Delta, Gamma, Vega, P&L).
• Experience collaborating with traders and quantitative teams.
• Based in New York Tri-State area with no sponsorship requirement.

Responsibilities

• Build and enhance Front Office trading applications.
• Work on systems for derivatives pricing, valuation and risk.
• Partner with traders and quantitative teams on production fixes.
• Investigate and resolve complex engineering problems in production.
• Own solutions from problem discovery to deployment.

Skills

C++/Java/C#

Derivatives pricing

Front Office trading

Delta/Gamma/Vega/P&L

Pricing models

Troubleshooting

Trader/Quant collaboration

Job description

Job Type: Full-Time

Location: Manhattan, New York

Our client is a leading global financial institution looking for an experienced Front Office Derivatives Engineer to join its Front Office technology team in New York.

This is a highly hands-on engineering role working directly with traders and quantitative teams on business-critical applications across derivatives pricing, valuation, risk and trading.

We're looking for a senior engineer who still enjoys writing code, solving complex problems and understanding systems end-to-end.

What we are looking for

• 8+ years of hands-on software engineering experience
• Background within investment banking, hedge funds or Front Office trading environments
• Strong C++, Java or C# development skills
• Strong derivatives knowledge across pricing, valuation and risk
• Understanding of Delta, Gamma, Vega, P&L and sensitivities
• Familiarity with pricing methodologies such as Black-Scholes, tree models and Monte Carlo
• Experience with Front Office pricing, risk, valuation or trading applications
• Experience working directly with traders and/or quants
• Strong debugging and problem-solving skills
• New York / Tri-State based with no sponsorship requirement

What you'll be doing

• Building and enhancing Front Office trading applications
• Working on systems supporting derivatives pricing, valuation and risk
• Partnering directly with traders and quantitative teams
• Investigating and solving complex production and engineering problems
• Working across mature, distributed trading platforms
• Taking ownership of solutions from initial problem through to production

Why this role?

This is a genuinely Front Office and technically hands-on VP role with direct exposure to traders and quantitative teams.

You'll work on sophisticated derivatives products, pricing models, Greeks, market risk and P&L while solving challenging engineering problems across complex trading platforms.

It's particularly suited to an experienced C++ / C# / Java engineer who understands derivatives and wants to remain deeply technical while operating at a senior level.