Current jobs related to Front Office FX Options Quant - London - Millar Associates

  • Front Office FX Options

    4 months ago

    London, United Kingdom Millar Associates Full time

    Front Office FX Options & Hybrids Quant (AVP), London London Ref: FXOH-1604 £Excellent + Banking Benefits Leading Global Investment Bank Quant Analytics, FX SLV, Barriers, LDFX, C++, C# Our client, a world-leading Investment Bank, seeks to hire a junior Quant Analyst to join its expanding exotics business in London. You will model and price...

  • Front Office Fx Options

    3 months ago

    London, United Kingdom Millar Associates Full time

    **London** **Ref: FXOH-1604** **Circa Total £200K + Benefits** **Leading Global Investment Bank** **Front Office Quant Analytics** Our client, a world-leading Investment Bank, seeks to hire an experienced Quant Analyst to join its expanding exotics business in London. You will model and price hybrid and exotic FX Options products globally, produce and...

  • Front Office FX Quant Analyst

    4 months ago

    London, United Kingdom Millar Associates Full time

    Front Office FX Quant Analyst (VP), London London Ref: SFXQ-0504 Total to £300k (Base to £200k) + Benefits + Hybrid working + 30 days holiday Leading Global Investment Bank Stoch Vol Products, Vol swaps, Variance swaps, Barriers, FX/Rates Hybrids, C++, Analytics Our client, a leading global lobal Investment Bank, with operations across the...

  • Fx Dealer

    3 months ago

    London, United Kingdom Hamilton Court FX Full time

    **About us**: Hamilton Court FX is a foreign exchange specialist based in London and founded in 2011. We are one of the fastest-growing companies in the financial services sector. We provide bespoke hedging solutions for companies as well as financial institutions that need to manage their FX exposure. We enable businesses to trade globally by eliminating...

  • Head of FX Options and Hybrids

    2 weeks ago

    London, Greater London, United Kingdom Millar Associates Full time

    About the RoleWe are seeking a highly skilled Senior Quantitative Analyst to join our Front Office team at Millar Associates, supporting our FX Options and Hybrids trading business in London.As a key member of our Quant team, you will work closely with our FX and non-USD Rates traders to design and implement option pricing models, as well as their...

  • Head of FX Options and Hybrids

    2 weeks ago

    London, Greater London, United Kingdom Millar Associates Full time

    About the RoleWe are seeking a highly skilled Senior Quantitative Analyst to join our Front Office team at Millar Associates, supporting our FX Options and Hybrids trading business in London.As a key member of our Quant team, you will work closely with our FX and non-USD Rates traders to design and implement option pricing models, as well as their...

  • Front Office CVA Quant Analyst

    4 months ago

    London, United Kingdom Millar Associates Full time

    Front Office CVA Quant Analyst (VP, Director), London London Ref: FOCVA-2804 Total to £250k + Superb Benefits Leading Global Investment Bank Front Office Pricing Group, Rates, FX, CVA, C++, Python My client, a Leading Investment Bank, seeks to recruit an experienced Front Office Quant Analystfor a role supporting their global CVA trading...

  • Senior Quantitative Analyst

    5 days ago

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

    Senior Quantitative Analyst - FX Options & HybridsTop-Tier Global Investment Bank is seeking a highly skilled Senior Quantitative Analyst to join its Front Office team in London. The successful candidate will be responsible for designing and implementing option pricing models, as well as their integration into trading and risk systems.Key...

  • Senior Quantitative Analyst

    5 days ago

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

    Senior Quantitative Analyst - FX Options & HybridsTop-Tier Global Investment Bank is seeking a highly skilled Senior Quantitative Analyst to join its Front Office team in London. The successful candidate will be responsible for designing and implementing option pricing models, as well as their integration into trading and risk systems.Key...

  • Snr Desk Quant

    4 months ago

    London, United Kingdom Millar Associates Full time

    Snr Desk Quant, FX Options & Hybrids (Director), London London Ref: FOFXQ-1701 Circa £300k + Benefits Leading Global Investment Bank FX Options, FX-IR Hybrids, Forwards, Swaps, Stoch Vol, C++, Java This global investment bank, seeks to hire a Snr VP or Director level Desk Quant to join a Front Office team supporting FX Options & Hybrids...

  • Fx Dealer

    4 months ago

    London, United Kingdom Fintech-Rec.co.uk Full time

    Our client is a foreign exchange specialist based in London and founded in 2011 and are one of the fastest-growing companies in the financial services sector. They provide bespoke hedging solutions for companies as well as financial institutions that need to manage their FX exposure. About The Role Our client is an FCA Regulated Currency Market Expert,...

  • Fx Dealer

    3 months ago

    London, United Kingdom Fintech-Rec.co.uk Full time

    Our client is a foreign exchange specialist based in London and founded in 2011 and are one of the fastest-growing companies in the financial services sector. They provide bespoke hedging solutions for companies as well as financial institutions that need to manage their FX exposure. About The Role Our client is an FCA Regulated Currency Market Expert,...

  • FX Dealer

    4 months ago

    London, United Kingdom Fintech-Rec Group Ltd Full time

    Our client is a foreign exchange specialist based in London and founded in 2011 and are one of the fastest-growing companies in the financial services sector.They provide bespoke hedging solutions for companies as well as financial institutions that need to manage their FX exposure. About The RoleOur client is an FCA Regulated Currency Market Expert,...

  • FX Options Quantitative Analyst

    5 days ago

    London, Greater London, United Kingdom Anson McCade Full time

    FX Options Quantitative Analyst RoleAnson McCade is seeking a skilled FX Options Quantitative Analyst to join their team. As a key member of the FX Options Quant team, you will collaborate closely with trading, structuring, sales, and technology to develop innovative solutions for the business.Key ResponsibilitiesWork with cross-functional teams to design...

  • FX Options Quantitative Analyst

    5 days ago

    London, Greater London, United Kingdom Anson McCade Full time

    FX Options Quantitative Analyst RoleAnson McCade is seeking a skilled FX Options Quantitative Analyst to join their team. As a key member of the FX Options Quant team, you will collaborate closely with trading, structuring, sales, and technology to develop innovative solutions for the business.Key ResponsibilitiesWork with cross-functional teams to design...

  • FX/ Equity Derivatives Options Quant

    3 months ago

    London, United Kingdom Eka Finance Full time

      Role:-   The role will involve working across  2 systematic volatility arbitrage programs (one in FX the other in Equity Indices)     You will :- Develop and implement models to compute overhedges for options Pricing library model maintenance, development, and implementation Develop and implement a tool for hedging derivatives Implement new pricers...

  • FX/ Equity Derivatives Options Quant

    3 months ago

    London, UK, United Kingdom Eka Finance Full time

    Role:- The role will involve working across 2 systematic volatility arbitrage programs (one in FX the other in Equity Indices) You will :- Develop and implement models to compute overhedges for options Pricing library model maintenance, development, and implementation Develop and implement a tool for hedging derivatives Implement new pricers and...

  • Front Office Quant Analyst

    3 days ago

    London, United Kingdom Selby Jennings Full time

    Front Office Quant Analyst Check you match the skill requirements for this role, as well as associated experience, then apply with your CV below.Intro: Our client, a Tier 1 Bank with HQ in London is looking to bring on an experienced Quant Analyst. The bank are one the largest in the world with a widespread presence across global markets. As a result of...

  • Front Office Quant Analyst

    4 days ago

    London, United Kingdom Selby Jennings Full time

    Front Office Quant Analyst Check you match the skill requirements for this role, as well as associated experience, then apply with your CV below.Intro: Our client, a Tier 1 Bank with HQ in London is looking to bring on an experienced Quant Analyst. The bank are one the largest in the world with a widespread presence across global markets. As a result of...

  • Front Office Quant Analyst

    5 days ago

    London, United Kingdom Selby Jennings Full time

    Front Office Quant Analyst Intro: Our client, a Tier 1 Bank with HQ in London is looking to bring on an experienced Quant Analyst. The bank are one the largest in the world with a widespread presence across global markets. As a result of strong desk performance the team have been given additional resources to begin new projects including brand new...

Front Office FX Options Quant

4 months ago

London, United Kingdom Millar Associates Full time

Front Office FX Options Quant (VP), London

London Ref: FOFXQ-2505 Total up to £260k + Benefits Global Investment Bank FX Options: Vol knock outs, Multi-currency pairs, Barriers, & Cross Asset, LSV, C++

The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models & methods for trading in order to price and hedge FX Options & Cross-Asset, hybrid products.

In London, the team supports the local Non-linear & vanilla trading desks developing & implementing models for FX, Equity, & Commodities and now have an opening for an experienced FX Options Quant (VP or Director) with at least 5 years+ experience. Fantastic front office opportunity at a global banking group supporting a growing cross-asset trading desk.

KEY RESPONSIBILITES:

Support the FX Options & other Cross-asset trading desks Develop, implement models and test models developed in C++ Assist the trading team in pricing and assessing the risk of complex transactions. Document and explain models to the risk for mark to market and support the model risk team in their validation process. Implement models into the common C++ Library, FO booking system Support pricing tools and the risk management system from a quantitative point of view.

SKILLS AND EXPERIENCE:

Minimum 5 years' as a Quant in FX Options such as, e.g, Vol knock outs, multi-currency pairs, Barriers, etc., and/or experience gained in Equity, Commodities
Minimum of 5 years' as a Quant in FX Options market or other, e.g. Equity, Commodities
Strong C++ and good experience of a managed Pricing library Expert in Local Vol & LSV and calibrations Strong communication and interpersonal skills Master Degree or PhD in Maths, Engineering, Physics, etc.