Derivatives Pricing Specialist

4 days ago


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

Top-Tier Global Investment Bank is a leading global investment firm that operates across the most dynamic financial markets. Our mission is to provide top-tier investment solutions to our clients while fostering a culture of innovation and excellence.

About the Opportunity

We are currently seeking a talented FX Quantitative Analyst to join our team in London. As a key member of our front office team, you will be responsible for designing and implementing FX models for derivative valuation and trading, providing support on quantitative issues to traders, structurers, marketers & IT, and developing and maintaining the quant model library with a focus on derivatives pricing.

Key Responsibilities:

  • Design & implement FX models for derivative valuation and trading
  • Provide support on quantitative issues to traders, structurers, marketers & IT
  • Develop and maintain the quant model library with a focus on derivatives pricing
  • Liaise with other areas of the bank on model development
  • Provide ad hoc quant work across other asset classes as required

Requirements:

  • 3-8 years' experience in front office FX Quant Analytics
  • Strong knowledge of FX products, both exotics & hybrids
  • Good knowledge of numerical methods, stochastic calculus, & probability theory
  • Strong programming skills in C++ and Python
  • Great communication skills to explain complex ideas clearly
  • PhD/Masters in a quantitative field (Physics, Maths, Fin Engineering)

Compensation Package:

A competitive salary of £300k (total), comprising of a base salary of £200k, plus benefits, hybrid working, and 30 days holiday, making it an attractive opportunity for those looking to advance their careers in the financial industry.



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