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Senior Quant/Developer

Posted on Jan 24, 2019 by Focus Capital Markets

New York, NY 10001
Banking
17 Jan 2019
Annual Salary
Full-Time

Focus Capital Markets, for over 40 years has been the top quantitative and development team builder in the industry.

In this role you wil::

- Lead the FX analytics development of our FX pricing library - from FX curve to vol surfaces and exotics pricing

- Develop pre-trade analysis tools for Portfolio Managers

Mandatory Requirements:

- 5 - 10 years of experience with FX pricing & risk analytics

- Deep understanding of FX core forward curve & vol surface construction, risk analytics, PnL attribution

- Experience pricing first and second generation exotics

- Strong experience in C++

- Strong analytical and mathematical skills

- Strong problem solving capabilities

- Solid communication skills

- Able to work independently in a fast-paced environment

- Detail oriented, organized, demonstrating thoroughness and strong ownership of work

We are assembling a Quant Technology team to build our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX businesses. FICT provides a dynamic and fast-paced environment with excellent growth opportunities

Reference: 630586374