Front Office Derivatives Engineer

Level: VPSector: Investment Banking / Financial Markets

Job Type: Full-Time

Location: Manhattan, New York

Salary: Up to $230,000 base + Bonus +

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.