FX Derivatives Risk IT – Senior Developer

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • UBS UK
  • 21 Jan 19

FX Derivatives Risk IT – Senior Developer



Your role
This role offers you the opportunity to work on complex, cutting edge systems, in a fast paced business environment, and to develop your business knowledge particularly around FX derivatives pricing.
The role would suit developers who have worked on a high performance risk platform for front office or other risk functions. Candidates would either have FX options knowledge, or show the aptitude to learn this complex area.
As a senior developer you will be responsible for the following:
• Work with stakeholders to discover new requirements
• Plan and implement new features and improvements to the platform
• Work closely with quantitative analytics teams
• Take part in the full software lifecycle including analysis, design, development, testing and release management
• Contribute to the product roadmap - this will include investigation of new technologies such as in-memory caching solutions, and alignment with the firm's strategic risk roadmap
• Help the production support team to ensure the health and stability of the platform
- We will consider candidates on 100% or 80% FTE

Your team
You will be working in the London FX Derivatives technology team on the 'Thor' risk system. Thor is a high performance risk platform generating thousands of scenarios for a complex and growing business. This team faces off to the flow and exotic options desks, finance and risk functions. There are hundreds of users and downstream consumer systems.
Thor is a scalable distributed system written in C++, Java and Python running on Linux. The system is service oriented with a distributed compute grid of over 8,000 CPU cores, as well as a rich UI to build, manage and run risk jobs intra and end of day.
The FX Derivatives Risk team is multi-centre, working on a number of projects covering business-driven change (revenue generation and revenue protection) and regulatory change as well as helping with production issues. The team collaborates with other technology groups within the Investment Bank to deliver front to back for the business, and to leverage new technologies.

Take the next step
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.

About us
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?