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Millar Associates

Front Office FX Options & Hybrids Quant (AVP), London

Millar Associates London, United Kingdom
Posted 12 hours ago Hybrid Job Permanent £Excellent + Banking Benefits.
C
Posted by
Craig Millar
Recruiter
Our client, a world-leading Investment Bank, seeks to hire a junior Quant Analyst to join its expanding exotics business in London. You will model and price hybrid and exotic FX Options products globally, produce and deliver trading tools, as well as new payoff implementations will get gain good exposure to other asset classes too (e.g. Inflation). Keen to hear from junior quants working on primarily FX Options & Barriers but also interested in gaining Hybrids, Long-dated FX, or structured products experience.

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
Job ID  FXOH-1604
ABOUT COMPANY
High Wycombe, United Kingdom
HR & Recruitment
Millar Associates is the foremost provider of Risk Management recruitment services to financial organisations in London, Asia and the USA. We work for...
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