Quantitative Analyst/ Developer C++ - FX Options

Recruiter
Accord Marketing Ltd
Location
London (Greater)
Salary
£60k - £80k pa + benefits
Posted
10 Nov 2017
Closes
16 Nov 2017
Contract Type
Permanent
Hours
Full Time
FX Options Quantitative Analyst/ Developer

Global asset management are looking for a bright Quantitative Analyst FX Options to join their front office team. Focus will be more on the programming side, so strong mathematical background is necessary. This is directly working with the traders.

Skills:

Build an in depth understanding of the pricing of flow FX options products with a focus on available market data sources and quoting on client facing electronic systems
Work on the pricing and risk management of FX Options positions, with an emphasis on the flow machine and electronic pricing
Hands on C++, C# and Java coding of new features in the system with an emphasis on well tested, high quality code which is performance when required
Understand the key FX Option risk measures and how they are computed
Interact with senior traders over deliveries, prioritising and requirements


What's on Offer?

From £70,000+ Bonus + Benefits

REFER A FRIEND.

If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if would like to know more information please contact Shanaz Rob- call on ************* for more details



This job was originally posted as www.jobsite.co.uk/job/959510015