Junior Quant Research - FX Options and Hybrids - Tier 1

Tier 1 Investment Bank is searching for exceptional junior quant researcher to join the London FX Options and Hybrids desks. Quant Researchers are responsible for the creation of models, trading strategy analytics, risk and valuation tools to be used by traders and fellow Desk Strats to better understand risk and help to identify market opportunities. Responsibilities include: - Preparation of quantitative research - Design of fast numerical methods (analytic approximations, PDE, MC). - Creating infrastructure to deploy these valuation and risk management models effectively to the trading desk and overnight systems. Including delivery of complete pricing solutions, working with IT to integrate into pricing/risk systems. - Monitoring and analysing the effectiveness of current valuation and risk models and championing and enacting new developments as needed. Manual testing and construction of unit and regression test cases. - Delivery of complete pricing solutions, working with IT to integrate into pricing/risk systems - Collaborating with traders to analyse and advise on managing the risk of the positions currently on the books. - Collaborating with traders to analyse and identify revenue positive trading opportunities. - Collaborating with the traders and structurers daily on the design of new products/models/risk. Skills Required: - Top academic background (DEA /PhD) in mathematics/physics from a leading academic institution - Very strong mathematical modelling skills: analysis, PDE, numerical methods, stochastic processes. - Good communication skills, able to explain complex subjects clearly in a simple way. - Able to multitask with a flexible and hands-on approach. - FX Product knowledge is useful but not essential, strong mathematical, programming and interpersonal skills are more important - Strong hands on technology skills are a core requirement - C++ programming to a high level is essential.

To find out more about Huxley Associates, please visit www.huxley.com [1]

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[1] http://uk.huxley.com