Junior FX Quant Analyst – FX Options / Exotics – £60-90k +bonus recruitment
Junior FX Quant Analyst - FX Options / Exotics - £60-90k +bonus
A leading Investment Bank is seeking a talented junior Quant for their FX desk in London.
The role will involving building new, and enhancing existing FX models. There will also be some desk support. The desk covers the full spectrum of FX products from Spot/Forward to Options and Exotics.
This will include the implementation of models for currency options business: vol surface models, stochastic / local vol, multi-asset dynamics etc, adding new dynamics for implementation of pde and/or MC engines for exotic models and optimizing models for use in e-dealing (including first generation exotics)
This role is suited to a fresh PhD grad or a junior quant from within the industry.
A PhD and initial degree in a highly mathematical subject, and outstanding C++ skills are also required.
Please send your CV for immediate consideration. 