General information
Entity
About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB)
Crédit Agricole CIB is the corporate and investment banking arm of Credit Agricole Group, the 12th largest banking group worldwide in terms of tier 1 capital (The Banker, July 2021). Nearly 8,600 employees across Europe, the Americas, Asia-Pacific, the Middle East and Africa support the Bank's clients, meeting their financial needs throughout the world. Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital markets activities, investment banking, structured finance, commercial banking and international trade. The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients.
For more information, please visit www.ca-cib.com
Twitter: https://twitter.com/ca_cib
LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/
Reference
2021-59211
Update date
21/07/2021
Job description
Business type
Types of Jobs - Corporate & Investment Banking
Job title
FX Technology Pricing Analyst
Contract type
Permanent Contract
Job summary
Key Responsibilities
1. Work on AQUA / SilverFOX, the FX Options based Click and Trade tool to target internal Sales and Private and Regional banks and external customers on many product offerings.
2. Provide an IT & quantitative research function for FX options business. This includes designing, developing, testing and implementing software solutions required by front office staff covering both vanilla and exotic FX options
3. Develop and maintain FX options pricing system based on the functionalities available in the FX analytics library to be used globally by FX options business.
4. Ensure well tested and robust implementation of new functionalities and ensure efficient release process for new versions of the software.
5. Ensure robust connection of the front office FX options pricing systems, FOX and Muse, with Risk Engine/ FCO blotter trades database to allow downloading of the live trades into the pricing system and, at a later stage, live book valuation results from the Risk Engine, Jetstream, for some market data feed, such as FX forwards and FX volatilities from the vol aggregator
Management and reporting
- Reports to Head of FX Options Pricing Technology
Legal and Regulatory Responsibilities
Ø Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the FX Code of Conduct, the London Compliance Manual and the Financial Crime Policy.
Ø Maintain appropriate knowledge to ensure to be fully qualified to undertake the role. Complete all mandatory training as required to attain and maintain competence.
Position location
Geographical area
Europe, United Kingdom
City
London
Candidate criteria
Minimal education level
Bachelor Degree / BSc Degree or equivalent
Academic qualification / Speciality
Essential:
University degree
Desirable:
Numerate Degree – Maths, Natural Sciences, Computer Science
Required skills
Essential:
Good all round knowledge and understanding of IT and software development
Excellent oral and written communication skills
Able to work in a team, to share ideas and learn from others.
Accuracy and attention to detail
Self-driven with a strong desire to meet deadlines, and to work accurately and quickly.
Good interpersonal skills – ability to build good inter team relationships
Technical skills required
Essential:
Strong Java skills with experience in
- Java 11
- Threading / concurrency
- IntelliJ
- Spring / Springboot
- Maven
- DevOps
- MySQL
- SOAP / Restful
- MicroServices
- Full stack front to back developer
Strong object oriented design skills with knowledge of design patterns.
Finance background is essential, especially on the domain of FX Options.
Desirable:
- Test Driven Development
- Java Swing
- Jenkins / CI
Angular 9 / Web apps
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