Quantitative Developer C++ - Hedge Fund

Eames Consulting
London (Greater)
£50000 - £80000 per annum + benefits
30 Nov 2017
08 Dec 2017
Contract Type
Full Time
Quantitative Developer C++/ Java - Hedge Fund

Global Hedge Fund is looking for a bright Quantitative Analyst/ Developer within FX to join their front office team. Focus will be more on the programming side, so strong mathematical background is necessary

*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
*Basic options knowledge such as call option, implied volatility, binomial model, arbitrage, etc.
*Strong academics background

What's on Offer?

From £70,000+ Bonus + Benefits


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 0207 092 3294 for more details

This job was originally posted as www.totaljobs.com/job/77696956