FX Structurer – London

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Sartre Group
  • 12 Feb 18 2018-02-12

A European Investment Bank is seeking to hire a Foreign Exchange Structurer to join the team in London.

The role will involve pricing products, producing quantitative analysis, and pitching solutions to corporate clients. The position would best suit someone with experience in a similar role, with a developed technical understanding of FX products and Hybrids, excellent communication skills and strong business acumen.   

The Role:

  • Pricing and designing FX and Hybrid Structured Derivatives
  • Pitching and executing tailor-made Hedging Solutions
  • Producing quantitative analysis – simulations, backtesting, etc.
  • Identifying and analysing market opportunities, in conjunction with the strategic needs of corporate clients
  • Working in collaboration with sales and trading teams to optimise performance

Requirements:

  • 1+ years’ experience in a FX Structuring role   
  • A developed understanding of FX and Hybrid Derivatives, and relevant pricing mechanisms (Black Scholes, Garman Kohlhagen, etc.)
  • A strong educational background, including a Master’s Degree from a top university in a relevant subject (e.g. Engineering, Mathematics, Quantitative Finance)
  • Coding abilities would be advantageous – particularly in Python
  • Experience with xVA pricing is also advantageous 

 

Keywords: FX, Foreign Exchange, Rates, Interest Rate, FI, Fixed Income, Structured Products, Derivative, Derivatives, xVA, X-Value Adjustment, VAR, Value at Risk, Structurer, Structuring, Pricer, Pricing, Financial Engineer, Financial Engineering, Valuation, Modelling, Risk Management, Hedging, Investment, Corporates, Largecap, Largecaps, SME, SMEs, Python, VBA, Matlab, C#, C++, SQL, Java, R