FX Options Trader – Electronic Trading Group – London
A leading investment bank is looking to add a quantitative FX Options trader to their electronic trading group.
The group are highly established and have an excellent trading platform, market leading infrastructure and a solid team of developers.
You will be reporting to the head of Electronic trading in New York and therefore have the opportunity to develop your own team.
Your responsibilities will include:-
- Creation of pricing, risk management and execution strategies
- Design of algorithmic execution strategies
- Option greeks, delta-hedging, and position management
- Monitoring the options book, maintaining algorithmic market making system
- Writing perl scripts to price baskets
Within the interview you should be able to demonstrate quantitative expertise is in the area of signal processing, dynamic programming, optimization, simulation, machine learning and game theory.
Strong EFX Options quant analysts looking to move into trading will be considered for this position.
Application:-
Please apply directly with a CV in WORD FORMAT to apply.a33hoiz0xo@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.
Leave a Reply
You must be logged in to post a comment.