Our client is a leading global software solutions provider. Their trading solution provides real-time, event driven processing across all asset classes.

They are seeking a Financial Engineer to be based in their London City office. Responsbilities will include developing algorithms for pricing and risk management; developing and enhancing pricing models for specific asset classes; research into new models; enhancing and supporting existing analytics; testing and documenting; communicating internally as well as externally with clients.

Requirements:
- Strong understanding of financial mathematics (PDE, SDE, stochastic calculus, Monte Carlo) is a must
- Experience programming numerical methods
- Experience 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, equities or interest rate derivatives
- Excellent communication skills
- Background in software development is a plus
- Experience of OO programming and Java or C++ preferred