Our client, a global Investment Bank require a Financial Engineer / Quant Developer for pricing and risk management systems. Client has a turn-key Java-based platform for trading and trade processing and provides real-time, event-driven processing that enables them to provide integrated solutions across all asset classes, from FX and Equities to fixed income and credit derivatives. They require expertise in one or more of FX, Equity or Interest Rate derivatives. Responsibilities include developing algorithms for pricing and risk management, testing, documentation as well as interaction with clients. Experience of OO programming and Java or C++ preferred. Developing and enhancing pricing models for specific asset classes. Keeping abreast of market standard models and research into new models, pricing model analytics Skills & Requirements: An understanding of financial mathematics (PDE, SDE, stochastic calculus, numerical solution techniques, Monte Carlo) is a must. Experience with programming numerical methods, such as solving differential equations Familiarity and experience with pricing algorithms of financial derivatives, market data generation, calibration of models and hedging and risk analysis is essential. Expertise in one or more of FX, Equity or Interest Rates. Background in software development is a plus. MSc DEA or PhD in finance, mathematics, physics, engineering or equivalent disciplines. Front-office experience would be ideal.