FX Quant Analyst

  • £100,000 - £130,000
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • LMA
  • 17 Jul 18 2018-07-17

I am currently assisting a leading global investment bank with the recruitment of a senior quant into their model risk team. They work on all quantitative models used to price derivative products for the FICC business. This includes FX, Rates, and XVA models.

It is a model validation team and will involve working on all model related issues including the mathematics used in the models, quantification of the errors, and working out alternative solutions.

 

The team is currently growing and there are a lot of interesting projects within the function that will be a good challenge even for a well experienced quant

 

They are looking for someone with solid industry experience and in depth knowledge of FX models in particular. The role will gain a lot of exposure to XVA models as well – a great chance to learn more in this area.

 

An understanding of financial mathematics is essential, and as the pricing library is all in C++, experience with a structured programming language is required

 

The compensation will be in the range of £100,000 - £130,000 plus excellent bonus and benefits.