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Quant Analyst

Posted 7 March by LMA Easy Apply Ended

I am working with an American investment bank for a front office FX quant to join their team in London.

The FX quant team report into the Global Head of FX Options trading (also in London), sit on the desk and work very closely with the traders.

You will be responsible for hands on modelling of FX products, development of pricing models and tools for the traders.

They are looking for an experienced FX Quant with excellent C++ skills and knowledge on Stochastic Local Volatility Models and their calibration.

In return the role is offering a basic salary of between £120,000 to £140,000 plus bonus and benefits

Reference: 34622620

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