FX Modelling Quantitative finance - Part Time
Posted 3 hours ago by Akkodis
Akkodis is partnering with a client in Finance.
They are looking for an FX Quantitative Modelling Finance Consultant. Apply with your CV for immediate considetation!
Immediate start!
Part time - 3 days per week
Quantitative Research (QR) team is present in Paris, London, New York and Hong Kong. Its main mission is to define and develop models, methods and tools used by the trading to risk manage their books. To accompany the steady growth of FX option business we are willing to improve our modelling platform in terms of robustness, precision and flexibility. We are seeking for a senior consultant who has developed outstanding expertise on FX vanilla and exotic options pricing models.
Key Responsibilities
o Assess optimal use & adaptation of existing models based on in depth testing
o Provide insight on market practices with strengths and weaknesses
o Document and justify views and proposals
o Accompany developments of the team
Experience Required
- Extensive experience in Front Office quantitative research teams of large investment banks, with a specialization on FX market, products and models
- Deep knowledge of pricing models and associated numerical methods
- Strong programming experience in industrial pricing library environment
- Project management
Specialist Training Required
NA
Competencies Required
- Applied mathematics
- Quantitative finance
- Programming
Modis International Ltd acts as an employment agency for permanent recruitment and an employment business for the supply of temporary workers in the UK. Modis Europe Ltd provide a variety of international solutions that connect clients to the best talent in the world. For all positions based in Switzerland, Modis Europe Ltd works with its licensed Swiss partner Accurity GmbH to ensure that candidate applications are handled in accordance with Swiss law.
Both Modis International Ltd and Modis Europe Ltd are Equal Opportunities Employers.
By applying for this role your details will be submitted to Modis International Ltd and/or Modis Europe Ltd. Our Candidate Privacy Information Statement which explains how we will use your information is available on the Modis website.