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DATE ADDED: Fri 20/12/2019

Business Anlyst - Front Office - FX Options Pricing

London, UK
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COMPANY: REED GLOBAL

JOB TYPE: Contract, Full Time

SALARY: £500 - £605

A leading Bank Based in London are looking for a Front Office Business Anlyst to join a Front Office Risk Engine team.

This is a PAYE role due to IR35 and will be paying between £530pd and £605pd depending if direct or Umbrella.

Some key knowledge and skills we need are:

Pricing of FX Options .

Good experience working with Quants.

Good experience of VaR,

You will have recent significant experience pricing of FX Options

Greeks (delta, gamma, theta, rho, vega)

VaR, Stressed Var,

Monte Carlo, stochastic process, what if sceanrios. Etc.

Expertise on grid technology would be ideal.

Symphony, datasynapse etc.

If you have the expert front office experience we are looking for please could you send your up-to-date CV
Role: Business Anlyst - Front Office - FX Options pricing
Job Type: Contract, Full Time
Location: London, Greater London, Greater London

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