Rates Consultant

Job description

Type of contract: B2B contract Salary range: 125-163 PLN / hour What will you do?: As a Development Consultant, you will play a key role in designing and enhancing the bank’s FX Forward Pricing platform — a global, distributed system running in a 24/5.5 trading environment. Cooperating closely with eRisk Quant Traders, trading desks, and cross-functional development teams, you will deliver robust pricing capabilities that support high-volume, low-latency FX markets. This role offers the opportunity to work on complex technical challenges, solve real trading problems, and contribute to a mission-critical component of the bank’s FX business. Your tasks: - Build and enhance the Forward Pricing engine producing FX forward prices from Rates, Futures, FX broker feeds, and integrating outputs with Quant Analytics for distribution across eCommerce channels. - Develop pricing control features in collaboration with FX voice and electronic desk traders and quants, including price tiering, derived crossing, manual curve adjustment, spreading, and interpolation. - Extend the forward pricing infrastructure to enable on-demand quoting and dynamic curve crossing from eCommerce systems. - Integrate...