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 Read more […]
March 6, 2012
• Tags: FX & Money Markets careers in the UK, G10 FX Quantitative Analyst, Vice President recruitment • Posted in: Financial • Comments Off on G10 FX Quantitative Analyst, Vice President recruitment
