A leading Tier One Investment Bank is currently looking for a Junior FX quantitative Analyst to join the team.
Main responisbilites inlcude
- Build an in depth understanding of the pricing of flow FX options products with a focus on available market data sources and quoting on client facing electronic systems.
- Work on the pricing and risk management of FX Options positions, with an emphasis on the flow machine and electronic pricing.
- Hands on C++, C# and Java coding of new features in the system with an emphasis on well tested, high quality code which is performant when required.
- Understand the key FX Option risk measures and how they are computed.
- Interact with senior traders over deliveries, prioritization and requirements
- Maintain open communication with team and direct line management to fulfil firm notification requirements and pass on client concerns.
A successful candidate will include
- A PhD or Masters in Mathematics.
- Knowledge of quantitative finance and options with a focus on the flow products (knowledge of stochastic calculus and structured/exotic derivatives is advantageous but not required).
- Programming knowledge, ideally knowledge of C++, C# and/or Java.
- Strong mathematics and numerical techniques, e.g., linear algebra, root finding, finite differences.
- Strong communication skills.
If you are interested in this role please apply below or contact me for more information.
