Description
FX Quant RequiredA front office FX Quant is being sought by a multinational investment bank based in London. It will be your responsibility to provide quantitative research function for the activities within the FX asset class. This is a front office role and traders will require in depth explanations of FX options. You will also be involved in developing the code inside the C++ analytics library for pricing new products.
You will be in a team of 4, two developers and two quantitative analysts. The development team will look to you for support correct implementation of the pricing library. Versatility is key; as a quant you will be expected to contribute a lot to various parts of the process. As a senior within this team you will be looked to also oversee the IT department's implementation of library functionalities.
The role is suited to an experienced FX quant looking to step up into the managerial role. Front office experience is preferred and an ease interacting with traders will be fundamental in a role like this.
Requirements
5 years plus experience in a front office quant role (ideally FX)
Solid mathematical background
Excellent programming skills and an extensive knowledge of C++.