Front Office FX Quant, (VP), London Front Office FX Quant, (VP), London …

Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 01 Dec 21
£££ Excellent Package & benefits, inc. 30 days hols
Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 01 Dec 21
£££ Excellent Package & benefits, inc. 30 days hols
Posted by:
Craig Millar • Recruiter
Posted by:
Craig Millar
Recruiter
Our client, a dynamic global Investment Banking group, operates across all global capital markets and has a great reputation for state of the art technology. They now seek an FX Quant Analyst (VP), from a good bank, to work with traders, structurers and other modellers to execute product development for FX models. Based in exciting London, this is an excellent opportunity to work with a top quant team and be directly connected to revenue generation/PnL.

Stoch Vol products, Vol swaps, Variance swaps, Barriers, C++, Analytics

KEY RESPONSIBILITIES:

  • Help develop a global FX modelling library (stoch vol & exotic models)
  • Provide support on quantitative issues to traders, marketers & risk
  • Liaise with other areas of the bank on model development and approval
  • Provide ad hoc quant work across Rates, Credit & Commodities derivatives trading areas

ESSENTIAL SKILLS & EXPERIENCE:

  • 3-7 years’ experience in a front office Quant role
  • PhD or DEA in a quantitative field (Physics, Maths, Financial Engineering)
  • Strong knowledge of FX Vol swaps, Variance swaps, Barrier Options, etc.
  • Good knowledge of numerical methods, stochastic calculus, & probability 
  • Solid programming skills (C++ & Python)
  • Great communication skills
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