Quant Developer

Greater London, United Kingdom, United Kingdom

Job Description

Primary Responsibilities:

• Working as part of a quant solutions team to develop an FX Option portfolio optimisation platform with full risk and valuation metrics.
• Understanding the clients' risk management requirements and converting these into executable algorithms.
• Liaison with other risk managers and developers to build an efficient, robust system with user-friendly front end and back end database.
• Research & Development of approaches to solve new and existing problems

Qualifications

Skills / Experience

Working understanding of FX products including Vanilla Options and their related 1st and 2nd order risks.

Solid knowledge in linear programming methods, statistic models, market standard stochastic models and volatility surface models.

Bachelor's or Master's degree in Mathematics, Financ...