Derivatives Quantitative Modeling Expert

2 weeks ago


London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time
Job Description

We are seeking a highly motivated and experienced FX options and exotics quantification specialist to join our team in London. As part of our team, you will be responsible for modeling and pricing hybrid and exotic FX options products globally, producing and delivering trading tools, as well as new payoff implementations.

You will work closely with our trading desk to provide support and deliver tools that meet their needs. You will also coordinate with our IT quants to ensure that models, pricers, and payoffs are delivered into production efficiently.

To succeed in this role, you will need 3+ years of experience in quant analytics, modeling, and pricing FX options, long-dated FX, and hybrids. Experience with pricing libraries in C++ or C# is also required. A strong understanding of Excel and experience supporting front office tools is also beneficial.



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