Rates Developer

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profile Job Location:

Kraków - Poland

profile Monthly Salary: Not Disclosed
Posted on: 16 hours ago
Vacancies: 1 Vacancy

Job Summary

What will you do

As a Senior Java Developer you will play a key role in designing and enhancing the banks FX Forward Pricing platform a global distributed system running in a 24/5.5 trading environment. Working closely with eRisk Quant Traders trading desks and cross-functional development teams you will deliver robust pricing capabilities that support high-volume low-latency FX markets.

You will be responsible for evolving the forward pricing infrastructure integrating new market data feeds and pricing models and developing advanced pricing controls for traders and quants.

This role offers the opportunity to work on complex technical challenges solve real trading problems and contribute to a mission-critical component of the banks FX business.

Your tasks:

  • Build and enhance the Forward Pricing engine producing FX forward prices from Rates Futures FX broker feeds and integrating outputs with Quant Analytics for distribution across eCommerce channels.

  • Develop pricing control features in collaboration with FX voice and electronic desk traders and quants including price tiering derived crossing manual curve adjustment spreading and interpolation.

  • Extend the forward pricing infrastructure to enable on-demand quoting and dynamic curve crossing from eCommerce systems.

  • Integrate new pricing models and incorporate new market data feeds into the pricing stack.

  • Work directly with eRisk Quant Traders and Cash FX Forward / NDF traders to gather requirements and validate solutions.

  • Collaborate with the technical lead and teams across the GFX programme to enhance the system including support for onshore market trading and risk management needs.

  • Create detailed technical designs for assigned work items.

  • Collaborate with external consultancies providing technical or UX design expertise when required.

  • Implement high-quality technical solutions following agreed designs industry standards CI/CD practices and automated testing methodologies.

  • Conduct full functional testing of delivered components ahead of UAT.

  • Support deployments to development and test environments when needed.

  • Participate in intra-day or overnight support rotations (as required).

Your skills:

  • Strong Java server-side development experience (required) including solid understanding of multi-threaded architectures.

  • Proven experience delivering global distributed systems operating in a 24 5.5 trading environment.

  • Experience building FX or eRates pricing systems for eCommerce (highly beneficial).

  • Knowledge of KDB/Q (advantageous but not mandatory).

  • Python familiarity (advantageous).

  • Understanding of trading desk operations in large multi-site investment banks with substantial eCommerce presence.

  • Knowledge of FX markets especially forward FX and spot FX conventions in a high-volume low-latency environment.

  • Experience delivering enterprise-grade systems while also working in an agile model with traders and quants.

  • Self-motivated proactive and comfortable taking ownership.

  • Strong problem-solving mindset and ability to work under time pressure.

  • Excellent communication skills and a collaborative approach.

We offer you:

  • Contract of employment or B2B contract
  • Working in a highly experienced and dedicated team
  • Benefit package that can be tailored to your personal needs (private medical coverage sport & recreation package lunch subsidy life insurance etc.)
  • On-line training and certifications fit for career path
  • Access to e-learning platform
  • Mindgram - a holistic mental health and wellbeing platform
  • Work From Anywhere (WFA) - the temporary option to work remotely outside of Poland for up to 140 days per year (including Italy Spain the UK Germany Portugal and Bulgaria)
  • Social events
What will you doAs a Senior Java Developer you will play a key role in designing and enhancing the banks FX Forward Pricing platform a global distributed system running in a 24/5.5 trading environment. Working closely with eRisk Quant Traders trading desks and cross-functional development teams you...
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We see opportunity in technology. In domains such as cloud, AI, mainframe modernisation, DLT and IoT, we blend established practice with new thinking to help our clients stay ahead.

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