FX Quant Researcher: Pricing & Risk Tools

Millennium; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

A leading global hedge fund is seeking a Quantitative Researcher – FX to join their Fixed Income & Commodities Technology team in London. The ideal candidate will have at least 2 years of experience in FX market modeling and derivatives, with strong analytical and problem-solving skills. Responsibilities include maintaining cross-asset pricing libraries and developing cutting-edge analytics tools. The role offers a full-time entry-level position with significant growth opportunities.

Qualifications

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

Responsibilities

• Maintain and develop cross-asset pricing and risk library.
• Deliver hedge Foreign Exchange specific pre-trade, pricing, and risk analytics.

Skills

FX market modelling conventions

Exotic models

Numerical methods (Monte Carlo, Finite Differences)

C++ programming

Analytical skills

Problem solving

Communication skills

Job description

A leading global hedge fund is seeking a Quantitative Researcher – FX to join their Fixed Income & Commodities Technology team in London. The ideal candidate will have at least 2 years of experience in FX market modeling and derivatives, with strong analytical and problem-solving skills. Responsibilities include maintaining cross-asset pricing libraries and developing cutting-edge analytics tools. The role offers a full-time entry-level position with significant growth opportunities.