Beschreibung
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)
Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy