FX Option Strat: Senior Quant Analyst - London

Goldman Sachs Bank AG; Richmond; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading global investment bank in Richmond seeks an Associate/Senior Analyst for Global Banking & Markets, focusing on FX options. Candidates must possess strong analytical abilities, programming skills, and an academic background in quantitative fields. The role involves developing and maintaining pricing models and collaborating closely with trading teams to optimize solutions. This position offers an innovative and dynamic environment for professional growth.

Benefits

Healthcare & Medical Insurance

Generous paid time off

Support for savings and retirement planning

On-site fitness centers

On-site child care

Qualifications

• 1-3 years of experience in quantitative financial modeling, preferably with foreign exchange derivatives.
• Ability to work independently and as part of a global team in a fast-paced environment.

Responsibilities

• Develop and maintain FX option pricing models, including volatility surfaces and exotic multi-factor models.
• Collaborate with trading and sales teams to provide innovative client solutions.
• Analyze risk of the firm’s option books and develop risk reports.

Skills

Analytical skills

Programming skills

Quantitative modeling

Communication skills

Problem-solving skills

Education

Bachelor’s, Master’s, or Ph.D. in a quantitative or engineering field

Job description

A leading global investment bank in Richmond seeks an Associate/Senior Analyst for Global Banking & Markets, focusing on FX options. Candidates must possess strong analytical abilities, programming skills, and an academic background in quantitative fields. The role involves developing and maintaining pricing models and collaborating closely with trading teams to optimize solutions. This position offers an innovative and dynamic environment for professional growth.