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To apply for this position you will have a professional background in a front office quantitative analytics/strategy team, working directly with a trading team to develop pricing models. You will also have a strong knowledge of FX option markets and inflation derivatives.
Responsibilities will include:
- Developing front office benchmark pricing models for FX/inflation products using C++
- Work directly with the macro trading desk to assist in trading strategy using quantitative methods
- Liaise with key stakeholders in risk, model validation, IT etc.
- Mentor-ship of junior team-members
To be considered for this opportunity you will need to demonstrate:
- Extensive experience in developing pricing models for FX/Inflation derivatives
- A high degree of proficiency in C++
- An in-depth knowledge of stochastic calculus
- A strong academic qualification in a quantitative finance-related discipline - MSc or PhD preferred
Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com
Internal Number: 4683324
About Selby Jennings QRF
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