Quantitative FX Developer
- London, England, United Kingdom
- Contract, Full time
- Emagine Consulting
- 19 Nov 18
Role Title: Quantitative FX Developer Location: London Role Type: Long term project Start Date: Immediate We have brand new opportunities available for Quantitative Developer to join an ongoing project with emagine Consulting .
To be considered for this unique and exciting opportunity, you will possess the following skills, experience and attributes:
- Development of the methodologies of calibrating the FX exotics model to independent market data and also development of the model VA methodologies
- Development of the python based methodology library for the Review and approved the trading model marking and practical calibration
- Strong Knowledge of FX options as a quant developer
- 3-5 Years’ experience in Python coding
Ideally, you will also have:
- Primarily Python coding (C++ helpful but not essential)
What you will get in return:
- Work within an established and global brand
- Highly competitive package
- Opportunity to work on challenging and rewarding projects
emagine Consulting are an independent professional services consultancy with 30 years of experience specialising in the banking and financial services industry. We partner with our clients to meet their immediate and long term business initiatives. We achieve this by leveraging our expert and proprietary industry knowledge, coupled up with an extensive understanding of their business needs to drive the right solution for our clients. With our practice-based organisational structure, combined with our agile delivery model, we are able to successfully deliver highly complex, cross region programmes/projects for our clients.
Our core values:
At emagine Consulting we consistently strive to deliver high standards and best practice to our customers, colleagues and consultants. Whilst we have had many successes, we aim not to dwell on them; instead our agenda and approach is to always seek to improve on our past successes and to better ourselves. Our five core values, internally known as the 5C's assist us in making sure that we remain consistent across all functions, departments and sectors.
Our 5 core values are as follows:
- Caring - we are attentive, we listen and learn from each other
- Committed - we are committed to delivering results
- Courageous - we dare to explore new realms of possibility
- Collaborative - we trust each other and work as a reliable team
- Creative - we think outside the box, with expertise and imagination
To be considered for this exciting opportunity, you will already have the legal right to live and work in Ireland.
“emagine Consulting are an equal opportunity employer, and employment practices are based strictly on merit. It is the policy of the Company to give equal opportunity in employment regardless of sex, sexual orientation, marital status, race, age, disability, gender reassignment, pregnancy and maternity, religion or ethnic origin.”