FX Modelling Quantitative finance - Part Time

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 weekQuantitative 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 Responsibilitieso Assess optimal use andamp; adaptation of existing models based on in depth testingo Provide insight on market practices with strengths and weaknesseso Document and justify views and proposalso Accompany developments of the teamExperience 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 managementSpecialist Training RequiredNACompetencies Required- Applied mathematics- Quantitative finance- ProgrammingModis International Ltd acts as an employment agency for permanent recruitment and an employment business for the supply of ..... full job details .....
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