Senior Desk Quantitative Analyst

2 months ago


London, Greater London, United Kingdom Millar Associates Full time

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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