C++ Developer, FX Options

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • RBC Capital Markets
  • 22 Jun 17

What is the opportunity? RBC is looking for an experienced C++ developer focused solely on FX Options. This role will involve working very closely with Trading and Quant teams. The core application this developer will work on currently provides automated pricing for electronic trading of FX Options on various e-channels. The developer will also build and update the integration with Murex which in this case is the book of record of all FX Options Transactions.

What will you do?

  • Enhancing the pricing models
  • Adding new FX Options products
  • Enhancing the pricing and risk analysis and reporting capabilities.
  • From a DevOps perspective, the candidate will have to deliver on build automation and deployments using RBC's standard practices.
  • Build integration with RBC's web facing Single Bank portal which enables customers to submit RFQs for FX Options products

What do you need to succeed?
  • Solid understanding of C++ and an in depth and thorough knowledge of FX Options vanilla and exotic products.
  • C++
  • FX Options Pricing Experience
  • Excellent communication skills

  • Murex

What's in it for you?
We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.


About RBC
Royal Bank of Canada is Canada's largest bank, and one of the largest banks in the world, based on market capitalization. We are one of North America's leading diversified financial services companies, and provide personal and commercial banking, wealth management, insurance, investor services and capital markets products and services on a global basis. We have over 80,000 full- and part-time employees who serve more than 16 million personal, business, public sector and institutional clients through offices in Canada, the U.S. and 37 other countries. For more information, please visit rbc.com .

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Inclusion and Equal Opportunity Employment
RBC is an equal opportunity employer committed to diversity and inclusion. We are pleased to consider all qualified applicants for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, protected veterans status, Aboriginal/Native American status or any other legally-protected factors. Disability-related accommodations during the application process are available upon request.

City: City of London
Address: Riverbank House
Work Hours/Week: 35
Work Environment: Office
Employment Type: Permanent
Career Level: Experienced Hire/Professional
Pay Type: Salaried
Required Travel (%): 0-25
Exempt/Non-Exempt: N/A
People Manager: No
Application Deadline: 06/18/2017
Req ID: 137616
Posting Notes: None