G10 FX Quantitative Analyst, Vice President recruitment

Responsibilities

Implementation of models for currency options business: vol surface models, stochastic / local vol, multi-asset dynamics, …etc
Design of advanced risk metrics for portfolio management: scenario analysis, higher order risks, …etc.
Development of our electronic trading platform for first generation exotics as well as options.

Experience / Skills

Very strong quantitative background ( preferably a PhD in Maths / Physics / Engineering) from a top institution.
Programming skills. C++ and Java
Excellent level of financial mathematics with experience of advanced modelling such as stochastic volatility
Relevant experience in FX derivatives or a related area. Front office experience is most desirable
Communication skills and time management that suit a fast paced front office environment
The ability to build pricing and risk management models from scratch and implement them into an analytics library

To apply or for more information, please contact trevor.symons@ojassociates.com

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