Quantitative Analyst

1 month ago


London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time
Front Office FX Options & Hybrids Quant (AVP), London

Job Summary:

We are seeking a highly skilled Quantitative Analyst to join our expanding exotics business in London. As a key member of our team, you will be responsible for modeling and pricing hybrid and exotic FX Options products globally, producing and delivering trading tools, and gaining exposure to other asset classes.

Key Responsibilities:

  1. Implement models, pricers, and payoffs into our global quant library
  2. Build tools and provide support to the Trading Desk
  3. Coordinate with IT Quants for the delivery of models, pricers, and payoffs into production

Requirements:

  1. 3+ years of experience in quant analytics, modeling, and pricing FX Options, Long-dated FX, and/or Hybrids
  2. Experience with pricing libraries in C++ or C#
  3. Experience supporting front office tools (e.g., Excel pricing sheets)
  4. Exposure to calibration of Stochastic & Local Volatility is desirable
  5. PhD or Masters educated in a scientific field

Our Client:

Our client is a world-leading Investment Bank seeking to hire a junior Quant Analyst to join its expanding exotics business in London.



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