This leading Asset Management Service firm has over 200 staff and offices in London, Hong Kong, and New York. Their Quant team develop and enhance the core Quant analytics library (written in C++) and provide 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.
FX Options: Vol knock outs, Multi-currency pairs, Barriers, etc., C++, SQL
- 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:
- 5-10 yrs+ professional experience as a Quant including FX Options such as for instance, Vol knock outs, multi-currency pairs, barriers, etc.
- Deep knowledge of and passion for derivative analytics & markets
- PhD or Masters in a quantitative discipline
- Confident working with C++
- Good SQL, Excel (some C# but not essential)
- Experience working with the front-office
- Ability to communicate with PMs/traders.