FX eOptions Desk Quant – VP Level
FX eOptions Desk Quant – VP Level – London
A large name in FX Electronic trading is currently looking to build their options business.
As a result the bank has a newly created position for an FX Options quant analyst/developer to join in a role that will support electronic FX Option price distribution both internally and externally with a particular focus on the quantitative aspects of pricing and risk analysis.
You will be reporting directly into the Head of FX Technology Based Trading and the Head of FX eOptions Trading and should therefore be an someone who can work autonomously.
Your responsibilities will include:
- On desk development of tools for use of the eOptions trading desk including pricing/hedging analytics
- Contribute to development and testing of the systems that deliver the pricing
- Ad-hoc support and analysis for the eOptions trading activities
- Continually looking to improve pricing and hedging models as well as to build and expand our business with a long term view
- Liaise with IT and core Quant teams to ensure that any analytics produced satisfies the needs in the ensuing system and framework
- Liaise with HFT quant, trading and IT teams to ensure best practice is followed and existing solutions are leveraged wherever possible
- Proactively look for opportunities where eOptions activity could be improved from any perspective including control aspects
This is a diverse role requiring an individual with a technical understanding of the core quant pricing space and the FX Technology team in order to advise and assist in growing the business.
You will be required to provide sales / external customer support as required, helping them to understand the systems and mechanisms to encourage activity.
You will be Liaising across the entire FX group, in particular the HFT group and should therefore have an interest in electronic/algorithmic and high frequency trading.
This is a wide role requiring you to contribute to all aspects of the eOptions trading space, from how the prices are distributed to the underlying models whilst liaising with existing IT and quant areas to ensure that development frameworks are suitable and effective.
All applicants must have in depth knowledge of the FX options space and be looking for a position which is more business driven.
Application:-
Please apply directly with a CV in WORD FORMAT to apply.a33hoiypmc@selbyjennings.aptrack.co.uk or visit our website at www.selbyjennings.com
Please note:- we do not accept linked in profiles as a form of submission.
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