FX Options Quant - EMEA London
VP, Quantitative Analyst - FX Options
A leading global investment bank is looking to hire a VP-level Quantitative Analyst to join its Front Office FX Options Quant team in London.
This role sits within a globally distributed quant function supporting a high-performing FX business. You will work closely with traders, sales, and quant teams across multiple regions, contributing directly to pricing, risk, and model development for FX derivatives.
Key Responsibilities
- Develop, extend, and maintain FX derivatives pricing and risk models
- Enhance existing models to incorporate interest rate dynamics and volatility risk
- Design and implement pricing and risk libraries across FX products
- Optimise algorithms for performance and scalability
- Refine and enhance existing quantitative frameworks and tools
- Contribute to the testing and validation framework for model libraries
- Partner with Trading, Sales, and Risk teams to support business activity
- Produce clear technical and mathematical documentation
- Collaborate with global teams to ensure consistent model usage and support across regions
Requirements
- Experience in a Front Office quantitative role, ideally within FX
- Strong knowledge of FX products, derivatives, and valuation techniques
- Excellent programming skills in C++ and Python
- Strong understanding of options pricing theory, stochastic processes, and probability theory
- Advanced degree in Mathematics, Physics, or a related quantitative discipline
- Proven ability to solve complex problems and deliver innovative quantitative solutions
- Comfortable operating in a fast-paced trading environment
- Strong communication skills, with the ability to explain models and risk to non-technical stakeholders
- Ability to make decisions under pressure with incomplete information
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