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


  • 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


  • 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.)