FX Quant

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A leading European bank is recruiting for a quality FX Quant with expertise in local-stochastic modelling and FX to work in their front office. In this role you will be part of the FX team and report to the Global Head of FX Quantitative Strategies. You will be given the opportunity to develop the analytics library and implement mathematical pricing models for FX options. Additionally, you will ensure the correct implementation of pricing library functionalities within the IT department and Quant development team. As well as this, you will be involved in back-testing models and researching strategies using historical data.

Candidates are required to have a Master's degree in a mathematical subject with adept knowledge in stochastic calculus and probability theory. The ability to program pricing algorithms in C++ and implement option pricing models will be invaluable.

Please let me know if this opportunity is of any interest to you and I will come back to you with more details. We work on a referral bonus scheme so if this role is not suitable for you, please could you inform anybody you feel this role is relevant to and send us their details.

Sthree UK is acting as an Employment Agency in relation to this vacancy.