Description
My client is a world renowned banking and finance company based in London and they are looking for a quant analyst to join the front office team who will assume responsibility for developing C++ analytics library and work closely with FX options traders. Due to the high technical level a quant from a model validation background will be preferred. As a quant analyst at one of the leading banks in the City you will be joining an extremely fast paced and dynamic quantitative team that will primarily be focussed on FX behavioural models.As a member of this team you will be responsible for designing, building and delivering robust production quality behavioural models. You will be expected to assist with the systematic review and on-going assessment of existing models.
High quality presentations and documentation to support and maintain model and library use will also have to be produced by yourself.