Quantitative Analyst

Direct message the job poster from Anson McCade

Our client is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. They are assembling a strong Quant Technology team to build the next generation in-house analytics and trader support tools. The team develops and maintains the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and the FX business. The group provides a dynamic and fast-paced environment with excellent growth opportunities.

Responsibilities:

• Work with Quants globally to maintain and develop the cross-asset pricing and risk library
• Work with the business and other Quants to deliver cutting-edge Foreign Exchange specific pre-trade, pricing and risk analytics tools

Requirements:

• At least 6 years of experience in FX Exotics
• Previous experience in FX market modelling conventions and derivatives including exotics preferable
• Experience working with exotic models for single or multi asset: Local Stochastic Volatility, Local Correlation preferable but not essential
• Strong knowledge in at least one of the main numerical methods: Monte Carlo, Finite Differences, Finite Elements
• Modern C++ professional programming experience is preferred
• Python experience is not required but encouraged
• Experience supporting traders or portfolio managers on regular questions like pnl/risk explain and/or pre-trade analysis tools
• Strong analytical and mathematical skills
• Strong problem-solving capabilities
• Innovative thinking, demonstrating curiosity for new solutions to old problems
• Excellence-driven, detail-oriented and organized
• Demonstrating thoroughness and strong ownership of work
• Able to work independently in a fast-paced environment

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance

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