Front Office FX Options Specialist

3 days ago


London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time
Senior Quantitative Analyst Position at Top-Tier Global Investment Bank

We are seeking a skilled Senior Quantitative Analyst to join our expanding exotics business in London. The ideal candidate will have experience in modeling, pricing, and delivering hybrid and exotic FX options products globally.

The successful candidate will be responsible for implementing models, pricers, and payoffs into our global quant library, building tools and providing support to the Trading Desk, and coordinating with IT Quants for the delivery of models, pricers, and payoffs into production.

Key skills and qualifications include:

  • A minimum of 3 years' experience in quantitative analytics, modeling, and pricing FX options, long-dated FX, and hybrids.
  • Experience with pricing libraries in C++ or C#.
  • Ability to calibrate stochastic and local volatility models.
  • A PhD or Master's degree in a scientific field.

Salary: £80,000 - £120,000 per annum.



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