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Senior Quant/Developer

Posted on Jan 24, 2019 by Focus Capital Markets

New York, NY 10001
17 Jan 2019
Annual Salary

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