Our client, a dynamic global Investment Banking group, operates across all global capital markets and has a great reputation for state of the art technology. They now seek an FX Quant Analyst (VP), from a good bank, to work with traders, structurers and other modellers to execute product development for FX models. Based in exciting London, this is an excellent opportunity to work with a top quant team and be directly connected to revenue generation/PnL.
Stoch Vol products, Vol swaps, Variance swaps, Barriers, C++, Analytics
- Help develop a global FX modelling library (stoch vol & exotic models)
- Provide support on quantitative issues to traders, marketers & risk
- Liaise with other areas of the bank on model development and approval
- Provide ad hoc quant work across Rates, Credit & Commodities derivatives trading areas
ESSENTIAL SKILLS & EXPERIENCE:
- 3-7 years’ experience in a front office Quant role
- PhD or DEA in a quantitative field (Physics, Maths, Financial Engineering)
- Strong knowledge of FX Vol swaps, Variance swaps, Barrier Options, etc.
- Good knowledge of numerical methods, stochastic calculus, & probability
- Solid programming skills (C++ & Python)
- Great communication skills