Snr Quant Analyst, Exotic FX, Large Hedge Fund, (VP/Dir) LDN and Hong Kong

London
Ref: QAFX-1103
Total up to £300K + Benefits
Leading Asset Management Firm
Exotic FX options : Vol knock outs, Multi-currency pair exotics with Barriers, C++, SQL, Excel

This leading Asset Management Service firm has over 200 staff and offices in London, Hong Kong, and New York.  Their Quant team develop and enhance the core Quant analytics library (written in C++) and provide front office tools for traders/PMs. Their platform is considered an industry leader in trading analytics, risk analysis and operational robustness, delivering pricing, scenario, risk and P&L for their portfolios and the ability to structure and overlay new positions. This is an exciting opportunity to join a rapidly growing business with a strong track record.

RESPONSIBILITIES:

  • Play an integral role in leveraging the analytics and front end to build-out a market leading system for traditional FX & fixed income asset managers
  • Apply your deep knowledge of FX modelling and markets
  • Build out library functionality for valuation, risk, scenario, VaR for a wide range of OTC and listed derivatives as well as some cash products in G10 and EM

KEY SKILLS, EXPERIENCE:

  • 4 yrs+ experience as a Quant including Exotic FX products such as, Vol knock outs, multi-currency pair exotics with barriers, etc.
  • Deep knowledge of and passion for derivative analytics, modelling & markets
  • PhD or Masters in a quantitative discipline
  • Confident working with C++
  • Good SQL, Excel  (some C# but not essential)
  • Experience working with the front-office
  • Ability to communicate with PMs/traders.