Delta CapitaLondon, Greater London, United Kingdom
Hybrid Contract £800/yr - £900/yr
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Experience Level
Senior
Qualifications
Key ResponsibilitiesEngage directly with eRisk quants and Rates/FX traders to gather requirements and refine technical solutions. Enhance rates pricing, FX forward pricing, and STP workflows across derivatives and cash products. Develop pricing control features including price tiering, interpolation, curve adjustments, sanity checks, and off-market controls. Improve e-pricing infrastructure to support on-demand quoting and curve management across eCommerce channels. Integrate quantitative models and new market data feeds into the pricing platform. Produce detailed technical designs that align with solution architecture. Implement high-quality Java server-side components while adhering to industry-standard development patterns. Construct simulation and back-testing environments and investigate regression issues as necessary. Conduct automated unit, integration, and performance testing prior to UAT. Deploy components into development, testing, and pre-production environments. Collaborate with external technical teams as needed. Ensure the elimination of open-source or cybersecurity vulnerabilities, thereby contributing to robust risk and control governance. Participate in intraday or overnight support rotations as required.
About the job
Location: London, Hybrid
Role Type: 12 Month Contract
Rate: £800 - £900 per day
Delta Capita is on the lookout for an experienced Senior Rates Developer specializing in Java to join our dynamic Global Markets Technology team. In this pivotal role, you will be part of a specialized unit dedicated to developing cutting-edge pricing, eTrading, and eRisk capabilities tailored for Rates and FX products.
Your team will be responsible for creating low-latency, highly available pricing components that facilitate:
Pricing for Rates across forwards, futures, swaps, and bonds
FX forward and broker pricing solutions
Algorithmic and electronic execution workflows
Pricing control tools and configuration frameworks utilized by traders and quants
On-demand quoting and curve management across eCommerce channels
Integration of innovative quantitative models and external market data feeds
This role demands hands-on engineering prowess within a fast-paced and high-performance trading technology environment.
About Delta Capita
Delta Capita is a leading consultancy that provides innovative solutions and services in technology and operations, primarily focusing on the financial services sector. Our commitment to excellence and continuous improvement positions us at the forefront of the industry.
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