FX Options Quant Analyst Assoc/VP/ED FX Options Quant Analyst Assoc/VP/ED …

Anson McCade
in London, England, United Kingdom
Permanent, Full time
Last application, 04 Jun 20
GBP60000 - GBP200000 per annum + Bonus
Anson McCade
in London, England, United Kingdom
Permanent, Full time
Last application, 04 Jun 20
GBP60000 - GBP200000 per annum + Bonus
Anson McCade
Our client is a top tier Investment bank looking to hire an experienced FX options quant analyst.

This role belongs to the Global FX Options Quant team.

They are looking for someone with experience either in FX derivatives or from other hybrid related quant/strat groups.

This role is the typical desk strat position with a lot of coding, understanding of models, building of risk tools, advising on hedging etc. while supporting the global FX derivative desks. They also have a separate core modelling team they work closely with. In this role you will also gain exposure to AAD (Adjoint Algo Differentiation) used to make exotic calculations faster.

Requirements:

  • Knowledge of FXarkets.
  • Knowledge of fixed income modelling.
  • Fluency in mathematical finance and statistical analysis.
  • Experience in programming using C++ and Python Qualifications.
  • PhD or MSc in Mathematics, Physics, Engineering, Finance or Economics Competencies.
  • Good verbal and written communication skills.
  • Ability to work in a team and to work well under pressure in a Front-Office environment.
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