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    Front Office FX Options - London, United Kingdom - Millar Associates

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    Description

    Leading Global Investment Bank

    Any additional information you require for this job can be found in the below text Make sure to read thoroughly, then apply.

    Front Office Quant Analytics

    Our client, a world-leading Investment Bank, seeks to hire an experienced 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 implementation. Keen to hear from quants working on hybrids, long-dated FX, or structured products.

    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:

    • 3-5 years in front office quant analytics, modelling, pricing, developing & support models
    • A background covering FX Options & Exotics (long-dated FX or Hybrids)
    • 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 desirablle
    • PhD or Masters educated in a relevant quantitative field


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    Job Description Leading Global Investment Bank · Front Office Quant Analytics · Our client, a world-leading Investment Bank, seeks to hire an experienced Quant Analyst to join its expanding exotics business in London. You will model and price hybrid and exotic FX Options produc ...