FX Quant Researcher - Cross-Asset Pricing & Risk Tools

Millennium Management; Greater London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A top tier global hedge fund is seeking a Quantitative Researcher specializing in FX. The role involves maintaining and developing a cross-asset pricing and risk library, as well as delivering sophisticated pre-trade and pricing analytics tools for Foreign Exchange. Candidates should have 2+ years of experience in FX market models, strong analytical skills, and proficiency in Modern C++. This position offers an excellent opportunity for growth in a dynamic environment.

Qualifications

• 2+ years experience in FX market modelling conventions and derivatives.
• Strong knowledge in numerical methods like Monte Carlo and Finite Differences.
• Professional programming experience in Modern C++ is preferred.

Responsibilities

• Maintain and develop cross-asset pricing and risk library.
• Deliver pre-trade, pricing and risk analytics tools for FX.

Skills

FX market modelling conventions

Strong analytical skills

Problem solving abilities

Communication skills

Tools

Modern C++

Numerical methods Monte Carlo

Finite Differences

Finite Elements

Job description

A top tier global hedge fund is seeking a Quantitative Researcher specializing in FX. The role involves maintaining and developing a cross-asset pricing and risk library, as well as delivering sophisticated pre-trade and pricing analytics tools for Foreign Exchange. Candidates should have 2+ years of experience in FX market models, strong analytical skills, and proficiency in Modern C++. This position offers an excellent opportunity for growth in a dynamic environment.