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    Front Office FX Options - London, United Kingdom - Top-Tier Global Investment Bank

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    Description
    Front Office FX Options & Hybrids Quant (AVP), London
    Leading Global Investment Bank

    Our client, a world-leading Investment Bank, seeks to hire a junior 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 implementations and will get gain exposure to other asset classes too (e.g.

    Keen to hear from junior quants working on primarily FX Options & Barriers but also interested in gaining Hybrids, Long-dated FX, or structured products experience.

    3 yrs+ in quant analytics, modelling, pricing FXO, Long-dated FX, and/or Hybrids
    ~ Experience with pricing libraries in C++ or C#
    ~ Experience supporting front office tools (e.g. Excel pricing sheets)
    ~ Exposure to calibration of Stochastic & Local Volatility is desirablle
    ~ PhD or Masters educated in a scientific field

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