Snr FX Options Quant (VP, Dir), Large Hedge Fund & Fin Tech, London
£££ 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.
- 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.)
+44 20 7589 8000