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Senior Quant Analyst FX

  • Location: London
  • Sector: Quantitative
  • Salary: £90000 - £125000 per annum + Bonus + Benefits
  • Job type: Permanent
  • Date posted: 14/01/2019
  • Job reference: SN30145
This vacancy has now expired.

I have an exciting opportunity with a leading investment bank for a Senior Quant Analyst into their Model Risk team. They work on all quantitative models used to price derivative products for the FICC business. This includes FX, Rates and XVA models.

The team is currently growing and there are a lot of interesting projects within the function which will provide a challenge, even for well experienced quant candidates. The role will gain a lot of exposure to XVA models which will be a great chance to learn more within this area.

They are looking for someone with solid industry experience and in-depth knowledge of FX models in particular.

An understanding of financial mathematics is essential, and as the pricing library is all in C++, experience with a structured programming language is required.

The compensation ranges from £90k - £125k + excellent bonus and benefits

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