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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
Role:-The role will involve working across 2 systematic volatility arbitrage programs (one in FX the other in Equity Indices) You will :- Develop and implement models to compute overhedges for options Pricing library model maintenance, development, andimplementation Develop and implement a tool for hedging derivatives Implement new pricers and maintain existing ones for exotic trades Requirements:- Strong C++ skills Equity derivative/ FX modeling and options pricing experience 2-5 years of experience workingas a desk quant PhD in a quantitative subject You must have very good knowledge of options. Accurate Greek computations and up-to-date calibration methods