This is a senior opportunity to be the valuation service lead for equity derivatives IT at a Tier 1 investment bank. Core responsibilities include:

• Lead Developer of valuation service (currently being built in risk service team).
• Enhance existing calculation engine to support new instruments/products and other scenarios which require on-demand and continuous pricing.
• Design valuation service to enable it to execute in and out of process which can handle multiple calculations at any given time
• Work across the Equity Derivatives IT group with pricing, trade capture, risk, market making etc to ensure integration with valuations service.

You will also be responsible for:

• Reconciliation of pricing and risk results achieved using the valuation service with the current production version of the analytics library.
• Playing a pivotal function of the overall risk services team to deliver a strategic service-oriented platform of solutions for the business.

Core Competencies:

• Hands on server-side java (J2SE) programming, concerning the leverage and integration of analytic libraries.
• In depth understanding of analytics libraries
• Experience in pricing equity derivatives products
• Technical leadership of a small development team (2 – 3 people minimum)
• Strong asset class knowledge

Advantages:

• Pricing equity derivatives products in an excel environment
• Working knowledge/exposure to a c#.net environment

This is an exciting opportunity to join a group that is performing very well. It is expected that you would have graduated from a red brick university with at least a 2:1 in maths physics or computer science in combination with excellent employment tenure thereafter.