![Top-Tier Global Investment Bank](https://media.trabajo.org/img/noimg.jpg)
Snr Desk Quant, FX Options
3 weeks ago
London
Ref: FOFXQ-1701
Leading Global Investment Bank
This global investment bank, seeks to hire a Snr VP or Director level Desk Quant to join a Front Office team supporting FX Options & Hybrids trading in London. You will work closely with the FX and non-USD Rates traders and the Quant team to design & implement Option pricing models, as well as their integration into Trading and Risk systems.
Their FX Options & Hybrids business is fast-growing you’ll join a great Quant team with strong IT support.
KEY RESPONSIBILITIES:
- Implement valuation models, tools & pricers into the quant library for FX & non-USD Rates and structured FX-IR models and tools
- Work closely with Traders on short-term projects and work with Quant team on wider projects for the business/ risk management
- Understand business needs & market conventions, interacting with traders, management, and initiate solutions with clear written communications.
- Perform model development with deep understanding of arbitrage, hedging, calibration and stochastic processes.
- Implement models in C++ and Java
- Understand processes and work flows to make recommendations for process improvements
ESSENTIAL SKILLS :
- · 6-12 years’ as a front office desk Quant for FX derivatives, ideally with exotics Rates derivatives and FX-IR hybrids.
- · Expertise in exotic FX derivatives, e.g. Stoch Local Vol and non-vanilla CSA. Stochastic rates expertise is a plus.
- · Deep financial maths: stochastic calculus, arbitrage, hedging, PDE, Monte-Carlo, numerical methods
- · Hands on experience of C++/Java.
- · Deep knowledge of FX markets and conventions, hedging practices, and calibration issues
- Expert in Local Vol & LSV and calibrations
- PhD in a scientific field (maths, stats, physics, comp sci, etc.)
-
Snr Desk Quant, FX Options
4 days ago
London, Greater London, United Kingdom Top-Tier Global Investment Bank Full timeSnr Desk Quant, FX Options & Hybrids (Director), London London Ref: FOFXQ-1701 Leading Global Investment Bank This global investment bank, seeks to hire a Snr VP or Director level Desk Quant to join a Front Office team supporting FX Options & Hybrids trading in London. You will work closely with the FX and non-USD Rates traders and the Quant team...
-
Snr Desk Quant
2 months ago
London, United Kingdom Millar Associates Full timeSnr Desk Quant, FX Options & Hybrids (Director), London London Ref: FOFXQ-1701 Circa £300k + Benefits Leading Global Investment Bank FX Options, FX-IR Hybrids, Forwards, Swaps, Stoch Vol, C++, Java This global investment bank, seeks to hire a Snr VP or Director level Desk Quant to join a Front Office team supporting FX Options & Hybrids...
-
Snr Desk Quant
3 weeks ago
London, United Kingdom Millar Associates Full timeSnr Desk Quant, FX Options & Hybrids (Director), London London Ref: FOFXQ-1701 Circa £300k + Benefits Leading Global Investment Bank FX Options, FX-IR Hybrids, Forwards, Swaps, Stoch Vol, C++, Java This global investment bank, seeks to hire a Snr VP or Director level Desk Quant to join a Front Office team supporting FX Options & Hybrids...
-
Snr Desk Quant, FX Options
1 month ago
London, United Kingdom Top-Tier Global Investment Bank Full timeSnr Desk Quant, FX Options & Hybrids (Director), London London Ref: FOFXQ-1701 Leading Global Investment Bank This global investment bank, seeks to hire a Snr VP or Director level Desk Quant to join a Front Office team supporting FX Options & Hybrids trading in London. You will work closely with the FX and non-USD Rates traders and the Quant team...
-
Snr Desk Quant, FX Options
2 months ago
London, United Kingdom Top-Tier Global Investment Bank Full timeSnr Desk Quant, FX Options & Hybrids (Director), London London Ref: FOFXQ-1701 Leading Global Investment Bank This global investment bank, seeks to hire a Snr VP or Director level Desk Quant to join a Front Office team supporting FX Options & Hybrids trading in London. You will work closely with the FX and non-USD Rates traders and the Quant team...
-
Snr Desk Quant, FX Options
4 weeks ago
London, United Kingdom Top-Tier Global Investment Bank Full timeSnr Desk Quant, FX Options & Hybrids (Director), London London Ref: FOFXQ-1701 Leading Global Investment Bank This global investment bank, seeks to hire a Snr VP or Director level Desk Quant to join a Front Office team supporting FX Options & Hybrids trading in London. You will work closely with the FX and non-USD Rates traders and the...
-
Snr Desk Quant, FX Options
3 weeks ago
London, United Kingdom Top-Tier Global Investment Bank Full timeSnr Desk Quant, FX Options & Hybrids (Director), London London Ref: FOFXQ-1701 Leading Global Investment Bank This global investment bank, seeks to hire a Snr VP or Director level Desk Quant to join a Front Office team supporting FX Options & Hybrids trading in London. You will work closely with the FX and non-USD Rates traders and the...
-
FX Desk Quant
2 months ago
London, Greater London, United Kingdom IBU Consulting Pvt Ltd Full timeJob Description: We are seeking a FX Desk Quant (also known internally as a Lead Securities Quantitative Analytics Specialist). As a FX Desk Quant you will assume a front office desk Quant role in London to closely support the Foreign Exchange ("FX") and non-USD Rates trading desk as part of the global modelling team. In particular, you need to have...
-
Front Office FX Options Quant
4 weeks ago
London, United Kingdom Millar Associates Full timeFront Office FX Options Quant (VP), London London Ref: FOFXQ-2505 Total up to £260k + Benefits Global Investment Bank FX Options: Vol knock outs, Multi-currency pairs, Barriers, & Cross Asset, LSV, C++ The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models &...
-
Front Office FX Options Quant
3 weeks ago
London, United Kingdom Millar Associates Full timeFront Office FX Options Quant (VP), London London Ref: FOFXQ-2505 Total up to £260k + Benefits Global Investment Bank FX Options: Vol knock outs, Multi-currency pairs, Barriers, & Cross Asset, LSV, C++ The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models &...
-
Front Office FX Options Quant
4 days ago
London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time £2,505Front Office FX Options Quant (VP), London London Ref: FOFXQ-2505 Total up to £250k + Benefits Global Investment Bank The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models & methods for trading in order to price and hedge derivatives & hybrid products. In London,...
-
Snr XVA Quant Analyst
4 weeks ago
London, United Kingdom Millar Associates Full timeSnr XVA Quant Analyst (VP), London London Ref: SQAX-2507 Up to £240k Total + Benefits Leading Investment Bank Front Office XVA Quant Analytics, Cross Asset, Global Libraries, C# or C++ This leading Investment Bank seeks to hire an experienced Quant Analyst (VP) to join their XVA trading business in London. With a quant background in either...
-
Snr XVA Quant Analyst
3 weeks ago
London, United Kingdom Millar Associates Full timeSnr XVA Quant Analyst (VP), London London Ref: SQAX-2507 Up to £240k Total + Benefits Leading Investment Bank Front Office XVA Quant Analytics, Cross Asset, Global Libraries, C# or C++ This leading Investment Bank seeks to hire an experienced Quant Analyst (VP) to join their XVA trading business in London. With a quant background in either...
-
Front Office FX Options Quant
3 weeks ago
London, United Kingdom Top-Tier Global Investment Bank Full time €2,505Front Office FX Options Quant (VP), London London Ref: FOFXQ-2505 Total up to £250k + Benefits Global Investment Bank The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models & methods for trading in order to price and hedge derivatives & hybrid products. In...
-
Front Office FX Options Quant
3 weeks ago
London, United Kingdom Top-Tier Global Investment Bank Full time €2,505Front Office FX Options Quant (VP), London London Ref: FOFXQ-2505 Total up to £250k + Benefits Global Investment Bank The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models & methods for trading in order to price and hedge derivatives & hybrid products. In...
-
Front Office FX Options Quant
4 weeks ago
London, United Kingdom Top-Tier Global Investment Bank Full time €2,505Front Office FX Options Quant (VP), London London Ref: FOFXQ-2505 Total up to £250k + Benefits Global Investment Bank The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models & methods for trading in order to price and hedge derivatives & hybrid products. In...
-
Front Office FX Options Quant
3 weeks ago
London, United Kingdom Top-Tier Global Investment Bank Full time €2,505Front Office FX Options Quant (VP), London London Ref: FOFXQ-2505 Total up to £250k + Benefits Global Investment Bank The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models & methods for trading in order to price and hedge derivatives & hybrid products. In...
-
Front Office FX Options Quant
3 weeks ago
London, United Kingdom Top-Tier Global Investment Bank Full time €2,505Front Office FX Options Quant (VP), London London Ref: FOFXQ-2505 Total up to £250k + Benefits Global Investment Bank The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models & methods for trading in order to price and hedge derivatives & hybrid products. In...
-
Front Office FX Options Quant
3 weeks ago
London, United Kingdom Top-Tier Global Investment Bank Full timeFront Office FX Options Quant (VP), London London Ref: FOFXQ-2505 Total up to £250k + Benefits Global Investment Bank The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models & methods for trading in order to price and hedge derivatives & hybrid products. ...
-
FX/ Equity Derivatives Options Quant
4 days ago
London, United Kingdom Eka Finance Full timeRole:- The role will involve working across 2 systematic volatility arbitrage programs (one in FX the other in Equity Indices) You will :-Develop and implement models to compute overhedges for options Pricing library model maintenance, development, and implementation Develop and implement a tool for hedging derivatives Implement new pricers and maintain...