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

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    Full time
    Description

    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


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