FX Quant Analyst
Tier 1 Investment Bank in Abu Dhabi is looking to expand and add value to the bank by providing the trading and sales desk with a Front Office FX Quant Analyst. You will be responsible for the creation of product valuations models, trading strategy analytics, and risk and valuation tools to be used by traders and fellow desk strategies to better understand risk and to better identify market opportunities
Responsibilities:
-Deliver and support pricing and risk management tools for the FX business
-Developing new pricing models in order to improve valuation and risk management of FX options
-Improve current models for pricing multi-currency options to allow pricing for a wider product range
-Supporting the FX Trading desk, assisting and supporting their use of the models created by Front Office.
Ideal Candidate will have:
-Strong knowledge of using VBA and Excel .
-Strong analytical skills.
-Excellent level of Financial Mathematics
Send in your resume to fawami@cobaltrecruitment.com in strict confidence.
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