Front Office FX Options & Hybrids Quant AVP, London

Posted 1 week ago by eFinancialCareers
Competitive salary
London , South East England
Permanent, full-time
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Quant Analytics, FX SLV, Barriers, LDFX, C++, C#

KEY RESPONSIBILITIES:

  • Implement models, pricers and payoffs into the global quant library
  • Build tools and provide support to the Trading Desk
  • Coordinate with IT Quants for the delivery of models, pricers and payoffs into production

KEYSKILLS & EXPERIENCE:

  • 3 yrs+ in front office quant analytics, modelling, pricing FXO, Long-dated FX, and/or Hybrids  (Also Inflation)
  • Experience developing pricing libraries in C++ or C#
  • Experience supporting front office tools (e.g. Excel pricing sheets)
  • Experience in calibration of Stochastic & Local Volatility is desirablle
  • PhD or Masters educated in a scientific field

Reference: 52487937

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