Global Banking & Markets, FX Option Strat, Associate/Senior Analyst, London

As a Global Banking & Markets Strat, you will play an integral role on the trading floor, creating cutting-edge derivative pricing models and empirical models that provide insight into market behavior, or developing automated trading algorithms for the firm and its clients.

Requirements

• Develop, improve and maintain new and existing FX option pricing models, from volatility surfaces to multi-factor exotic models.
• Develop, improve and maintain risk reports, stress scenarios and analyse risk of the firm’s option books.
• Collaborate with trading and sales to provide innovative solutions for clients and optimise ongoing business.
• Expand our foreign exchange options franchise by working on new business initiatives with global impact.

Benefits

• Excellent academic record with Bachelor, Masters or Ph.D. in a quantitative or engineering field
• Strong analytical and programming skills
• 1-3 year of experience in a quantitative financial modelling role. Experience of foreign exchange derivative models preferred
• Creative problem-solving skills, and the ability to communicate complex ideas to a variety of audiences including trading and sales (in writing and verbally)
• Ability to work independently but also thrive as part of a global team in a fast-paced dynamic environment