You would be in charge of all FX modelling and would be expected to start developing straight away. There is a need to develop a strong mixed, local + stochastic volatility  model immediately.

You would have a PhD from a well-known school with several years of experience as a Front Office FX Quant. You would be a strong programmer in C++ and VBA and have extensive experience in pricing and risk modelling. 

The role includes model validation in FX Market, research on Credit Derivatives and other analytics for pricing and risk managing derivatives.

Strong knowledge of the Foreign exchange markets and related engineering processes are needed, as the candidate will be expected to improve and develop Models within the front office hybrid trading space.

There is also a similar opportunity in New York.

For further information please contact Ben Churchett on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail Ben.Churchett@AnsonMcCade.Com