Snr Quant Analyst, Exotic FX, Large Hedge Fund, (VP/Dir) New York Snr Quant Analyst, Exotic FX, Large Hedge Fund,  …

Millar Associates
in New York, NY
Permanent, Full time
Last application, 13 Sep 21
Total circa $350K + Benefits
Millar Associates
in New York, NY
Permanent, Full time
Last application, 13 Sep 21
Total circa $350K + Benefits
Posted by:
Craig Millar • Recruiter
Posted by:
Craig Millar
Recruiter
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

RESPONSIBILITIES:

  • 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.
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