Hawksworth are now searching for a Quant Research Consultant for a global Investment Bank in London. This is a truly great opportunity to join a good team with potential for contract extensions.
* Quant Analyst / Quant Research Consultant
* 6 month Inside IR35 Contract (extensions probable)
* £780 per day
* Hybrid working x3 days in the office x2 days from home
* Central London location
The job:
You will be part of the Quantitative Research (QR) team. The team’s main mission is to define and develop models, methods and tools used by the trading team to risk manage their books. You will help the steady growth of FX option business. We are seeking a consultant who has developed outstanding expertise on FX vanilla and exotic options pricing models.
Key Responsibilities
* Assess optimal use & adaptation of existing models based on in depth testing
* Provide insight on market practices with strengths and weaknesses
* Document and justify views and proposals
* Accompany developments of the team
Required skills & experience:
* Need good C++ & C#
* Ideally someone with Python experience but C++ and C# are more important.
* Working on XVA/RWA Optimisation
* Interact and support the trading team.
* Experience with modelling and understanding financial products.
* Has some IT skills and knowledge of eco systems whether there are delays, how the workflows are organised.
* Looking for someone with 3+ years’ experience.
* Must have front office experience.
* Extensive experience in Front Office quantitative research teams of large investment banks, with a specialization on FX market, products and models
* Deep knowledge of pricing models and associated numerical methods
* Strong programming experience in industrial pricing library environment
* Applied mathematics
* Quantitative finance
* Programming
If this sounds like you, please apply now to be considered! Thank you.🙂