Our client, a leading Financial Services organisation, urgently require an experienced FX Quantitative Analyst to undertake a long term contract.
In order to be successful, you will have the following experience:
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Strong background within Python
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Experience of working within a quant space is ideal (pricing models, curve construction, etc.)
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Knowledge of FX Option pricing
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C++, C#, SQL and VBA are advantages
Within this role, you will be responsible for:
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Develop Quant Library functions for Independent Price Verification (IPV), Fair Value Adjustments (FVA) and Prudent Valuation Adjustments (PVA) in Python and SQL (C++ may be required too)
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Migration of Excel applications to automated platforms
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Contribute to internal projects to streamline production within FX asset class
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Build relationships with multiple internal teams: Product Control, Development Team, and Front Office Quant
This represents an excellent opportunity to secure a long term contract within a dynamic and high profile organisation.