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.
Key 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.
Geographical area
Europe, United Kingdom
City
London
hybrid
Education
Bachelor Degree / BSc Degree or equivalent
* Degree in an IT‑related discipline with substantial experience in software development.
Experience
* 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.
Required skills
* 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 required
* Exposure to C++, APIs, and web services.
* Familiarity with agile methodologies, DevOps practices, and continuous integration.
Languages
English (fluency required), French (desirable)
Entity
About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB).
All our job offers are open to persons with disabilities.
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