Cross-Asset Quant Analyst (FX Hybrids), AVP/VP London

London
Ref: CAQ-1208
Up to £130k Base + 50% Bonus
Leading Global Investment Bank
Multi Asset Modelling, FX/IR or FX/Equity Hybrids, C++, C#

Our client, a leading Investment Bank, seeks to hire a junior Quant Analyst to join its expanding Front Office business in London. You will be involved in multi-asset modelling & pricing (e.g. FX/IR or FX/Equity Hybrid models), building Front Office tools & applications and developing the quant model library in C++ & C#. You will also provide quantitative solutions to the wider firm as per business needs.

KEY RESPONSIBILITIES:

  • Quantitative valuation modelling
  • Implement valuation models, tools & pricers into the quant library, including structured FX/IR, FX/Equity models and tool development
  • Provide support to the trading desk and risk management
  • Coordinate with quant developers the delivery of models & pricers into production

ESSENTIAL SKILLS & EXPERIENCE:

  • 2-5 yrs in a Front Office modelling / analytics role but we’ll also consider Model Val experience. 
  • Knowledge of cross asset modelling: knowledge of market conventions
  • Track record of pushing models into production systems
  • Able to build stable valuation models & perform testing
  • Experience with pricing libraries (C# or C++) & supporting front office tools (Excel)
  • PhD or Masters educated in a relevant quantitative field

DESIRABLE:

  • FX/IR or FX/Equity cross asset products, smile modelling, quanto modelling
  • Broad product knowledge: Emerging Currencies, Equity or Credit
  • Additional IT skills: e.g. databases, valuation system architecture
  • Good communication skills