Front Office FX Options C# Pricing Developer Job Details

This is a specialised front office facing position and as such, the candidate will be based on our FICC trading floor sitting within the FX Trading and Sales teams.
This role represents a rare opportunity for a high caliber candidate to develop "best of breed" business knowledge and to showcase his or her talents to the most senior business and technology management in the firm.

The principle application under development is known as SimpliCiti™ and is responsible for the pricing, STP and risk management of FXLM Derivatives products. SimpliCiti is built on the very latest technology with a global production footprint. It utilises geographically distributed, real time caching technologies from Gemstone and is supported by the latest Oracle DB for persistence. Risk calculations make use of the firm's highly regarded, Quant Analytics libraries and are dispatched to a vast, massively parallel, globally distributed grid of CPU cores.

Results are aggregated into SimpliCiti's flexible, slice-and-dice report viewer where traders can drill "down and through" the calculations.
In keeping with a front office development position, the development lifecycle follows a mix of Agile/RAD development and more traditional waterfall techniques.
Overall, the FXLM technology organisation in Singapore consists of 60 technology professionals handling support and development activities for FX Cash as well as FX Options systems.

A demonstrable and first rate, proven track record in C#.net development in an FX or Derivatives business is required.
This is a senior hands on development role that will offer exposure to the full development lifecycle, whilst working closely with the business and a globally distributed development team.

• Partner with the business to define requirements and provide technology solutions.
• Build relationships with downstream/upstream FX application owners.
• Design, develop and test new features in FX Simpliciti.
• Continual improvement of the software development lifecycle and quality of the product.
• Ensure adherence to Citi software development policies and lifecycle.
• Ability to determine criticality where not clear, prioritise tasks and negotiate with other teams
• Partner with geographically distributed team to define and execute solutions.
• Be innovative in the application's engineering and drive change.
• Work with staff to improve design and analysis abilities as well as ensuring code quality is maintained.
• Maintain project vigilance and ensure deliveries are of first rate quality, functionally complete accurate and delivered on time

• At least 3 years commercial C# development experience.
• Experience developing and supporting mission critical applications.
• Experience working on a mature development in a large collaborative environment.
• Experience of 3rd level support of trading systems.
• Knowledge of FX and/or derivatives.
• C# .Net (3.5) with Visual Studio 2010.
• Full Project Lifecycle experience preferably with Agile development.
• Experience of version control systems, Subversion preferred.
• Unit testing experience with knowledge of best practises using processes and tools to produce well written low defect rate code.
• Experience of 3rd party controls such as Syncfusion and Infragistics an advantage.
  
• Strong aptitude for analysis and problem solving.
• Exceptional verbal communication skills - able to immediately summarise complex issues and be succinct with Front Office users.
• Self motivated and enthusiastic.
• Results orientated and able to demonstrate innovative thinking.
• Personally well organised.
• Willingness to learn.
• Calm and analytical when faced with major incidents on
  
• A good academic background, with at least an under-graduate degree, preferably in a mathematical or technical subject.