This role belongs to the Global FX Options Quant team.
They are looking for someone with experience either in FX derivatives or from other hybrid related quant/strat groups.
This role is the typical desk strat position with a lot of coding, understanding of models, building of risk tools, advising on hedging etc. while supporting the global FX derivative desks. They also have a separate core modelling team they work closely with. In this role you will also gain exposure to AAD (Adjoint Algo Differentiation) used to make exotic calculations faster.
Requirements:
