This leading Asset Management Service firm has over 250 staff and offices in New York/Stamford, London & Hong Kong. Their Quant team develops and enhances the core Quant analytics library (written in C++) and provides front office tools for traders/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. This is an exciting opportunity to join a rapidly growing business with a strong track record.
Exotic FX options : Vol knock outs, Multi-currency exotics with Barriers, Crypto Currencies, C++, SQL, Excel
- Play an integral role in leveraging the analytics and front end to build-out a market leading system for traditional FX & fixed income asset managers
- Apply your deep knowledge of FX markets and modelling
- Build out library functionality for valuation, risk, scenario, VaR for a wide range of OTC and listed derivatives as well as some cash products in G10 and EM
KEY SKILLS, EXPERIENCE:
- 5 yrs+ professional experience as a Quant including Exotic FX products such as, Vol knock outs, multi-currency exotics with barriers, etc.
- Deep knowledge of and passion for derivative analytics & markets
- PhD or Masters in a quantitative disciplin
- Confident working with C++, SQL, Excel
- Experience working with the front-office
- Ability to communicate with PMs/traders.