Manager, FX Quantitative Analytics recruitment

The role will lead the financial engineering team focused on developing pricing and risk analytics for the FX and Commodity derivatives markets. The role will require you to be able to simultaneously work with traders and other end users on specific issues while also moving the strategic agenda forward with regards to the strategic developments of the cross asset quant library from an FX and Commodity perspective.

We are looking for someone with significant experience within FX Quant Analytics, including stoch vol modeling and 2nd generation exotics. Strong programming skills are required, as is a strong mathematical modeling background and preferably a PHD.