Front Office FX Quant, Exotics & Hybrids, VP, London

Singapore
Ref: SFXQ-0504
Up to £220K Total + Great benefits + 30 Days hols
Leading Global Investment Bank
Front Office Quant Analytics, Vol Products, FX/Rates Hybrids, Vol swaps

Our client, a dynamic global Investment Banking group, operates across all global capital markets and has a great reputation for state of the art technology.  They now seek an FX Quant Analyst (VP) to cover FX derivatives pricing globally. Based in low tax Singapore, this is an excellent opportunity to work with highly talented people and gain exposure to other asset classes!

KEY RESPONSIBILITIES:

  • Help develop a global FX modelling library (exotic & hybrid products)
  • Provide support on quantitative issues to traders, marketers & risk
  • Liaise with other areas of the bank on model development and approval
  • Provide ad hoc quant work across Rates, Credit & Commodities derivatives trading areas

ESSENTIAL SKILLS & EXPERIENCE:

  • 5+ years’ experience in a front office Quant role
  • PhD or DEA in a quantitative field (Physics, Maths, Financial Engineering)
  • Strong knowledge of FX products, both exotics & Hybrids
  • Good knowledge of numerical methods, stochastic calculus, & probability theory
  • Solid programming skills (C++ *& Python)
  • Great communication skills