Address
Form of work
SalaryQuant Analytics, FX SLV, Barriers, LDFX, C++, C#
KEY RESPONSIBILITIES:
- Implement models, pricers and payoffs into the global quant library
- Build tools and provide support to the Trading Desk
- Coordinate with IT Quants for the delivery of models, pricers and payoffs into production
KEYSKILLS & EXPERIENCE:
- 3 yrs+ in Front Office quant analytics, modelling, pricing FXO, Long-dated FX, and/or Hybrids (Also Inflation)
- Experience developing pricing libraries in C++ or C#
- Experience supporting Front Office tools (e.g. Excel pricing sheets)
- Experience in calibration of Stochastic & Local Volatility is desirablle
- PhD or Masters educated in a scientific field
