Senior Desk Quantitative Analyst
2 months ago
Senior Desk Quantitative Analyst, FX Options & Hybrids
About Millar Associates
Millar Associates is a leading global investment bank seeking a Senior Desk Quantitative Analyst to join its Front Office team supporting FX Options & Hybrids trading in London.
Key Responsibilities
- Design and implement Option pricing models in collaboration with the FX and non-USD Rates traders and the Quant team.
- Integrate Option pricing models into Trading and Risk systems.
- Work closely with the Quant team to develop and maintain complex mathematical models for FX Options & Hybrids.
Requirements
- Strong background in quantitative finance and experience with FX Options & Hybrids.
- Excellent programming skills in C++ and Java.
- Ability to work in a fast-paced environment and meet deadlines.
What We Offer
- Circa £300k + Benefits package.
- Opportunity to work with a leading global investment bank.
- Collaborative and dynamic work environment.
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