Exotic Rates Desk Quant

Associate or Vice President level Desk Quant to join a London Interest Rates Desk Strategies Team with a Tier 1 investment bank in London. Desk Quants will collaborate with the traders on risk analysis, risk reporting, and value added trading strategies, and are responsible for the creation of product valuation models, trading strategy analytics, and risk and valuation tools to be used by traders and fellow Desk Strategists to better understand risk and to better identify market opportunities.

Responsibilities will include:
* Support the FXJV desk (pricing/risk/strategy)
* Pricing model development for long dated FX trades, FX-IR, FX-Equity hybrid trade
* Develop pricing and risk calculation tools in firm's trading system

Skills Required
* Knowledge and understanding of stochastic financial math, risk neutral pricing, and standard fixed income products required
* Demonstrable programming skills in C++
* Numerate/technical degree such as Mathematics, Computer Science, Engineering or equivalent

Please get in touch to discuss this opportunity further.
To find out more about Huxley Associates, please visit www.huxley.com