Snr FX Options Quant (VP, Dir), Large Hedge Fund & Fin Tech, London

London
Ref: FXDQ-0401
£££ Excellent Package
Leading Asset Management Firm & FinTech
FX Options, Vol knock outs, Multi-currency pairs, Barriers, etc., C++

This leading Asset Management firm & FinTech has over 350 staff and offices in London, Hong Kong, and New York.  Their Quant team develop the core Quant analytics library (in C++) and provide tools for client funds and their 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. We seek an enthusiastic Senior FX Quant for to join this rapidly growing business and drive things forward.

RESPONSIBILITIES:

  • Play an integral role in leveraging the analytics and front end to build-out a market leading system for FX & fixed income asset managers
  • Apply your deep knowledge of FX markets and modelling
  • Build out library functionality (C++) for valuation, risk, scenario, VaR for OTC & listed derivatives and G10, EM cash products
  • Provide associated risk management tools
  • Deliver analytics documentation and test materials

KEY SKILLS & EXPERIENCE:

  • 4-8 yrs+ professional experience as a Quant including FX Options such as, Vol knock outs, multi-currency pairs, barriers, etc.
  • Deep knowledge of and passion for derivative analytics & markets
  • PhD or Masters in a quantitative discipline
  • Excellent C++ skills, into a managed pricing library.  Also Python, SQL, etc.
  • Strong skills in communicating with external clients/Portfolio Managers, as well as internal (risk, IT, etc.)