Front Office FX Quant Analyst recruitment

Top-tier Global Investment BankKEY RESPONSIBILITIES:Model implement parametric local vol, local-stoch vol, and Jump Diffusion modelsProvide trading with models for structured and vanilla exotic option productsDevelop mathematical models for pricing new and existing productsImplement and support models for the risk management and front office pricing systemAssist the trading team in pricing and assessing the riskKEY REQUIREMENTS:Up to 6yrs experience in Front Office Quant Analytics role (ideally FX)PhD / DEA educated in Numerical field (Finite Methods, Numerical Analysis etc)A strong background Read more […]

February 3, 2012 • Tags: , • Posted in: Financial • Comments Off on Front Office FX Quant Analyst recruitment