Quantitative Analyst – FX Quantitative Analyst – FX …

Capital Markets Executive Search
in London, Vereinigtes Königreich
Festanstellung, Vollzeit
Letzte Bewerbung, 26 Jan 21
Confidential
Capital Markets Executive Search
in London, Vereinigtes Königreich
Festanstellung, Vollzeit
Letzte Bewerbung, 26 Jan 21
Confidential
Gepostet von:
Tom O’Cuinneagain • Lead Consultant, Investment Management
Gepostet von:
Tom O’Cuinneagain
Lead Consultant, Investment Management
Our client, a top tier global hedge fund, are assembling a strong Quant Technology team to build their next generation in-house analytics and trader support tools.

This team will sit under the Fixed Income & Commodities Technology group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at the firm.


Responsibilities
 

  • Work closely with Quants in Geneva, New York and London to maintain and develop our cross-asset pricing and risk library.
  • Work with the business and other Quants to deliver cutting hedge Foreign Exchange specific pre-trade, pricing and risk analytics tools.
     

Requirements

 

  • Excellent knowledge of FX markets conventions and derivatives including exotics.
  • Experience working with exotic models for single or multi asset: Local Stochastic Volatility, Local Correlation.
  • Strong knowledge in at least one of the main numerical methods Monte Carlo, Finite Differences, Finite Elements.
  • Modern C++ professional programming experience is encouraged – other candidate should be able to demonstrate high level of understanding in at least one programming language (C++, C#, Rust…).
  • Python experience is not required but encouraged.
  • Experience supporting traders or portfolio managers on regular questions like pnl/risk explain and/or pre-trade analysis tools.
  • Strong analytical and mathematical skills.

 

For more information, please apply through the link below or email tom on tom.oc@capitalmarkets.ie

 

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