Derivatives Software Engineer

6 days ago


London, Greater London, United Kingdom Sanderson Full time
About the Role

We are seeking a talented Derivatives Software Developer to join Sanderson as part of our digital transformation initiative in the derivatives industry. The successful candidate will play a key role in developing and extending models, addressing technical queries, and collaborating with industry stakeholders to enhance and implement CDM/DRR solutions.

Key Responsibilities
  • Model Development: Develop and extend CDM & DRR models, focusing on collateral management and regulatory reporting.
  • Collaboration: Collaborate with members to map proprietary models and data standards like FpML.
  • Agile Development: Contribute to agile development processes by translating requirements into technical specifications and user stories.
  • User Documentation: Write user documentation for new code and technical contributions.
  • Community Engagement: Engage with the open-source community and industry experts to ensure model accuracy and relevance.
  • Project Management: Assist in project management, ensuring timely implementation of CDM and DRR solutions.

Salary: £500 per day (inside IR35), with a 2-day week arrangement in Central London and a term of 6-12 months.


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