Snr Fx Options Quant Director, Large Hedge Fund - London, United Kingdom - eFinancialCareers

eFinancialCareers
eFinancialCareers
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London, United Kingdom

3 weeks ago

Tom O´Connor

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Tom O´Connor

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Description

FX Options, Vol knock outs, Multi-currency pairs, Barriers, etc., C++

RESPONSIBILITIES:


  • Play an integral role in leveraging the analytics and front end to buildout a market leading system for FX & fixed income asset managers
  • Build out library functionality (C++) for valuation, risk, scenario, VaR for OTC & listed derivatives and G10, EM cash products
  • Provide associated risk management tools
  • Deliver analytics documentation and test materials

KEY SKILLS & EXPERIENCE:


  • 510 yrs+ professional experience as a Quant including FX Options such as, Vol knock outs, multicurrency pairs, barriers, etc.
  • Deep knowledge of and passion for derivative analytics & markets
  • PhD or Masters in a quantitative discipline
  • Excellent C++ skills, into a managed pricing library.
Also Python, SQL, etc.

  • Strong skills in communicating with external clients/Portfolio Managers, as well as internal (risk, IT, etc.)
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