Senior FX Quantitative Analyst recruitment
The Wholesale division serves businesses, ranging from start-ups and small enterprises to global corporations, with a range of propositions fully segmented according to customer need. The division comprises Corporate Markets, Treasury and Trading, and Asset Finance.
Main Responsibilities:
The candidate will report to the Head of the FX Quantitative Research. The candidate is expected to:
- Work co-operatively with the rest of the team implementing FX/Hybrids/Commodity models and products in the QuantLibrary, coding in C++
- Show initiative and take responsibility for projects of agreed business value, sharing the knowledge with the wider Quant Trading teams in the form of results and presentations.
- Interact with various departments within the bank in order to ensure key deliverables are taken into production, as well as documenting and testing these projects to a high standard.
- Interact with Model Validation team in order to ensure approval of models,
- Have strong interpersonal skills and be able to meet Traders and Sales requirements.
Candidate Profile:
The successful candidate will be expected to be knowledgeable in FX Quant models, from construction of vanilla surfaces, FX Conventions, numerical techniques as well as product knowledge of derivative products.
Technical knowledge on implementing 2Factor, 3Factor PDE’s and Monte Carlo methods (numerical methods) as well as direct implementation of Local Stochastic Volatility Models in production.
Knowledge in short dated hybrid products an advantage
Extensive knowledge of C++ to Quant Development standards.
Technical Skills
PhD required in Mathematics, Physics, Computer Science or Engineering
Front office quant with strong implementation background in a leading investment bank
Successful track record of working within a quant team
Implementation of C++ projects
Please contact: Quant Team: quant@nicholas-scott.com
Nicholas Scott
Nicholas Scott is a leading search selection firm working in the Legal and Global Financial markets. The Financial Markets team specialise in the Rates, FX Credit markets across trading, sales, structuring, strategy Quant research
For more information please visit our website at www.nicholas-scott.com