Experienced FX Derivatives Quantitative Analyst – Stochastic Local Vol Modelling – Leading Investment Bank
JOB DESCRIPTION
A leading Investment Bank in Milan is looking to hire an experienced (5-10year) quantitative analyst to join their expanding FX derivatives desk covering predominantly stochastic local volatility modelling within C++. A strong FX background within a front-office quant arena, coupled with good experience in C++ development would be highly desired. This is an immediate hire with a group who are looking to hire urgently. Interviews are taking place asap.
Location: Milan, Italy
The role:
- Detailed review of front office FX pricing models
- Developing and implementing derivatives pricing models
- Working across both short long-dated FX quantitative models
- Chance to work on a variety of complex, numerical models
- Working entirely in their Front Office alongside quant’s trade specialists
- Support traders, research strategies and quantitative ideologies to a large degree
Requirements:
- Associate – VP level (5-10years) post academia
- An excellent quantitative PhD/MSc from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics Probability, Electrical Engineering, Financial Engineering etc
- Strong communicative skills
- Prior experience within FX quantitative modelling
- Experience with Stochastic Local Volatility models is essential for this role
- Experience with C++, C#, JAVA, VBA, Matlab are of preference
- Confidence with a strong numerative background
- Highly ambitious
- Real desire to break into the quantitative analytics world
In Return:
- A huge opportunity to attain significant progression within the FX quant analytics sphere
- A large number of evolving projects to get your teeth stuck into and work expansively
- The chance to master and manage some of the most complex models you can put your mind too.
- Impressive remuneration structure that pay extremely well both on base and bonus
- Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials
- Relocation allowance for overseas quant’s
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key Words: quantitative analytics, quantitative pricing, quant development, strategist, strats, quant pricing group, quantitative derivatives modeling, global analytics library, C++, Java, Python, hedge fund, FX, Forex, currency, currencies
APPLY | quant.emea@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
Search Consultant: James Friend
Contact Telephone Number: +44 (0) 203 141 8000
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
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