Senior Quantitative Analyst

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We are currently looking for a Senior Quantitative Analyst in order to calibrate and optimise mathematical models within FX (options) and interest rate products. Our client is a well-known bank and is looking to hire on a contract basis.

Tasks

FX and interest rate products model optimisation.

Assist with option and optional pricing calculations using numerical methodologies.

Involved in complex system engineering.

Develop optimal systematic strategies for trading stock.

Coordinate between key business and IT stakeholders.

Requirements

Postgraduate degree or equivalent or higher in STEM subjects with a background in finances.

Banking background, ideally with experience in FX and complex system rating methodologies.

Several years of professional experience in model optimisation.

Experience with Java, PL/SQL, Angular 4.

Ideally experienced working with Murex or similar trading systems.

Professional communication in written and spoken English (German is a plus)

To find out more about Huxley, please visit www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales