Senior FX Quantitative Analyst
3 weeks ago
FX Derivatives Pricing Specialist
At Millar Associates, we are seeking an experienced FX Quantitative Analyst to join our team in London. As a key member of our derivatives pricing team, you will be responsible for developing and implementing pricing models for FX derivatives, including stoch vol products, vol swaps, variance swaps, barriers, and FX/Rates hybrids.
Key Responsibilities:
- Develop and maintain pricing models for FX derivatives
- Collaborate with traders and other quant colleagues to ensure accurate and efficient pricing
- Contribute to the development of new products and strategies
Requirements:
- Strong background in FX derivatives pricing and quantitative analysis
- Proficiency in C++ and experience with analytics tools
- Excellent communication and collaboration skills
About Millar Associates:
Millar Associates is a leading global investment bank with a strong reputation for state-of-the-art technology and a dynamic work environment. We offer a competitive salary, benefits package, and hybrid working arrangement.
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