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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 |
FX Options & Hybrids, Skew, Analytics LibrariesKEY RESPONSIBILITIES: Pricing of FX Options and Hybrids positions, with emphasis on automation and industrialisation of Vol surface construction Enhance pricing analytics, co-ordinate with quants & traders, improve interfaces, optimise code Develop support tools for option pricing and risk for the electronic options platform Build an in depth understanding of the pricing of FX options products Liaise with internal functions, e.g. IT & Market Risk Help the bank adapt to new regulations and capital charges by providing tools to estimate impact ESSENTIAL SKILLS: 2-5 years experience in quantitative finance, options, modelling techniques Very strong maths and numerical techniques, e.g., linear algebra, root finding, finite differences Understand the key FX Option & Hybrids risk measures and how they are computed (stoch vol correlation, etc.) Previous quantitative research experience and knowledge of financial modelling techniques desired Hands on (one or more) C++, Java, or C# for model implementation into analytics pricing library Superb concise communication skills to speak with traders PhD or Masters in maths, statistics, physics, engineering or finance