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

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    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 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.

    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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