About this opportunity
Concentric Recruitment lists this Front Office Derivatives Engineer opportunity in manhattan, New York. Review the employer’s description below for duties, qualifications and application requirements.
Job description
Role: Front Office Derivatives Engineer
Level: VP
Sector: Investment Banking / Financial Markets
Job Type: Full-Time
Location: Manhattan, New York
Salary: Up to $230,000 base + Bonus + Benefits
Sponsorship: No sponsorship available
Our client is a leading global financial institution looking for an experienced Front Office Derivatives Engineer to join its Front Office technology team in New York.
This is a highly hands-on engineering role working directly with traders and quantitative teams on business-critical applications across derivatives pricing, valuation, risk and trading .
We're looking for a senior engineer who still enjoys writing code, solving complex problems and understanding systems end-to-end.
What we are looking for
8+ years of hands-on software engineering experience
Background within investment banking, hedge funds or Front Office trading environments
Strong C++, Java or C# development skills
Strong derivatives knowledge across pricing, valuation and risk
Understanding of Delta, Gamma, Vega, P&L and sensitivities
Familiarity with pricing methodologies such as Black-Scholes, tree models and Monte Carlo
Experience with Front Office pricing, risk, valuation or trading applications
Experience working directly with traders and/or quants
Strong debugging and problem-solving skills
New York / Tri-State based with no sponsorship requirement
What you'll be doing
Building and enhancing Front Office trading applications
Working on systems supporting derivatives pricing, valuation and risk
Partnering directly with traders and quantitative teams
Investigating and solving complex production and engineering problems
Working across mature, distributed trading platforms
Taking ownership of solutions from initial problem through to production
Why this role?
This is a genuinely Front Office and technically hands-on VP role with direct exposure to traders and quantitative teams.
You'll work on sophisticated derivatives products, pricing models, Greeks, market risk and P&L while solving challenging engineering problems across complex trading platforms.
It's particularly suited to an experienced C++ / C# / Java engineer who understands derivatives and wants to remain deeply technical while operating at a senior level.
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.