Front Office C++/C# Developer in Commodities

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Natixis UK
  • 20 Apr 19

Front Office C++/C# Developer in Commodities

Company Description
Natixis is the international corporate, investment, insurance and financial services arm of Groupe BPCE, the 2nd-largest banking group in France with 35 million clients spread over two retail banking networks, Banque Populaire and Caisse d'Epargne. With more than 16,000 employees, Natixis has a number of areas of expertise that are organized into three main business lines: Corporate & Investment Banking, Investment Solutions & Insurance, and Specialized Financial Services. A global player, Natixis has its own client base of companies, financial institutions and institutional investors as well as the client base of individuals, professionals and small and medium-size businesses of Groupe BPCE's banking networks.

Job Description
Overall purpose: The role of Front Office Developer consists in developing specific scenarios and greeks for Front Office and Risk Management, integrating pricers developed by the Quant team in different toolkit used by GMC, insuring the release of the versions and the support 2nd level. Overall purpose: The role of Front Office Developer in Commodities consists in developing specific scenarios and greeks for Front Office and Risk Management, integrating into Sophis the pricers developed by the Quant team in different toolkit used by Global Market Commodities, insuring the release of the versions and the support 2nd level. The role involves relations with Global Market Commodity business: Trading, Risk, Quants, Middle office, SDR, Back office, Compliance and legal departments. Also a relationship within the IT department: Business Analysts, other developers, Production team, infrastructures, DBA. Ability to work within a multi-site environment is key as there will be a requirement for communication with Paris

Required Skills/Qualifications/Experience
Strong understanding of analytics, pricing tools and methodology Understanding of pricing models Understanding of risk scenarios (risk matrices, var, greeks calculation, etc) Understand of Derivatives and more especially commodity derivatives Understanding of Sophis toolkit and capacity to integrate Natixis customized functionalities within Sophis Language C++, STL, Boost, runtime, C# (wpf, wcf, interop excel) SQL, Oracle PL/SQL Distributed architecture. Sophis + API Visual Studio (Microsoft)