Job Title: Java Rates Developer

Location: Cracow (Hybrid: 2x per week in-office, 3 days remote)

Job Description

Purpose:

• Develop and maintain FX Forward Pricing systems, producing FX forward prices from rates, futures, and FX broker prices.
• Integrate pricing with Quant Analytics for distribution and trading over FX eCommerce channels.
• Build pricing control features with FX voice and electronic trading desk traders and quants (e.g., price tiering, derived crossing, manual curve adjustment, spreading, interpolation).
• Enhance forward pricing infrastructure to support on-demand quoting and curve crossing from eCommerce systems.
• Integrate new pricing models and incorporate new market data feeds.

Main Duties:

• Collaborate directly with eRisk Quant Traders and Cash FX Forward/NDF traders to gather requirements.
• Work closely with the technical lead and other development teams within the GFX program to enhance the system for onshore market trading and risk management requirements.
• Create detailed technical design documents for assigned tasks.
• Coordinate effectively with external consultancies providing technical or graphical design expertise.
• Implement robust technical solutions following agreed designs, leveraging industry-standard patterns and methodologies (continuous integration, automated unit and integration testing).
• Conduct comprehensive testing prior to User Acceptance Testing (UAT).
• Support the deployment process for development and test environments when required.
• Participate in intra-day and overnight support rotations as needed.

Skillset:

• Strong Java server-side development experience (essential), with solid understanding of multi-threaded programming.
• Proven experience building global, distributed systems in a 24x5.5 trading environment (essential).
• Experience developing FX or eRates pricing systems for eCommerce (advantageous).
• Knowledge of KDB/Q (advantageous, not essential).
• Python development experience (advantageous).

Business Knowledge:

• Understanding of trading desk operations within large, multi-site investment banks with eCommerce offerings.
• Experience with high-volume, low-latency FX environments.
• Familiarity with enterprise system architecture and agile delivery for Quant and Business requirements.
• Knowledge of Spot FX and Forward FX market conventions.