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FX Quant – London / New York – VP Level

2019-01-09 15:39:242019-09-15Henlow
Job TypePermanent
AreaLondon, United KingdomNew York, USA
SectorQuant Analytics
CurrencyGBP
Start Date
Job RefQA-19-08
Job Views130
Description

FRONT-OFFICE FX QUANT

VP level Quantitative Analyst to join the FX Quantitative Analysis group and work on the analytics libraries used for client’s FX and Multi-Asset pricing and risk-management.

Projects also include supporting the traders for the flow and traditional exotics desks. Strong C++ and financial maths required, and a focus on the practical delivery of working products to the business in a timely manner.

Experience:

The ideal candidate would have FX Quant experience working with trading desks, IT and risk management to develop, manage and extend derivatives models. Experience implementing derivatives models in C++ in a timely manner.

  • Strong quant modelling, knowledge of FX models/products such as Local Stochastic Vol, FX Smile and other vol models are desired.
  • Track record of delivering projects.
  • Strong financial mathematics skills.
  • Strong C++ and programming experience
  • Strong interpersonal and communication skills (verbal and written).
  • Ability to work in a fast-paced environment.

Responsibilities:

  • Expanding modelling capabilities and implementation into the library
  • Maintaining and improving code base
  • Interacting with trading desk
  • IT and risk management.
  • Working independently to complete projects.

Academic Background:

  • MSc or PhD in a mathematical/Quant Finance subject.
  • Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Our Client is a Tier 1 Investment bank

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