FX Technology Pricing Analyst

Vacancy details

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