850 - 1000 per day
Part-time / 3 days per week working
6 months +extension
My client is seeking a Senior Consultant to join our Quantitative Research (QR) team, which develops the models and tools used by trading to price and risk-manage FX options.
The Role
Review and optimise existing FX vanilla & exotic option pricing models
Provide insight on market practices and propose improvements
Document and justify modelling choices
Support and guide the team in model development
What We're Looking For
Extensive Front Office Quant experience in investment banks
Expertise in FX products, pricing models & numerical methods
Strong programming skills (C++, Python or similar)
Experience with industrial pricing libraries and project delivery
Modis International Ltd acts as an employment agency for permanent recruitment and an employment business for the supply of temporary workers in the UK. Modis Europe Ltd provide a variety of international solutions that connect clients to the best talent in the world. For all positions based in Switzerland, Modis Europe Ltd works with its licensed Swiss partner Accurity GmbH to ensure that candidate applications are handled in accordance with Swiss law.
Both Modis International Ltd and Modis Europe Ltd are Equal Opportunities Employers.
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