Front Office FX Quant Analyst (VP), London

Front Office FX Quant Analyst (VP), London London
Ref: SFXQ-#####
Total to £300k (Base to £200k) + Benefits + Hybrid working + 30 days holiday
Leading Global Investment Bank Our client, a leading global lobal Investment Bank, with operations across the most dynamic financial markets and a great reputation for state of the art technology, is looking to hire an experienced FX Quant Analyst to cover FX derivatives pricing globally. Based in dynamic London, this is an excellent opportunity to work with high-quality quant colleagues and traders and gain exposure to other asset classes!KEY RESPONSIBILITIES:Design & implement FX models for derivative valuation and tradingProvide support on quantitative issues to traders, structurers, marketers & ITDevelop and maintain the quant model library with focus on derivatives pricing Liaise with other areas of the bank on model developmentProvide ad hoc quant work across other asset classes as requiredSKILLS & EXPERIENCE:3-8 years’ experience in a front office FX Quant AnalyticsStrong knowledge of FX products, both exotics & HybridsGood knowledge of numerical methods, stochastic calculus, & probability theoryStrong programming in C++ and PythonGreat communication skills to explain complex ideas clearlyPhD/Masters in a quantitative field (Physics, Maths, Fin Engineering
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