Front Office FX Options & Hybrids Quant AVP, London
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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