Rates Engineer

Job description

Type of contract: employment contract Salary range: 14580-22350 PLN gross: What will you do?: As a Senior Java Developer, 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. Working 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. You will be responsible for evolving the forward pricing infrastructure, integrating new market data feeds and pricing models, and developing advanced pricing controls for traders and quants. 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 c...