FX Options Strat - Fixed Income - Vice President
$225,000–$250,000 year
On-siteNew York, United States
New York, United StatesOn-siteFull Time$225,000–$250,000 yearSenior LevelDoctorate Or Professional DegreeEnterprise
Full TimeSenior LevelDoctorate Or Professional DegreeEnterprise
Job Summary
Build, maintain, and extend the Firm's pricing models for FX derivatives. Provide analyses to the FX Options desks on models, pricing, risk, and P&L calculations. Liaise with IT to ensure smooth functioning of the pricing and risk framework. Produce ad hoc deliverables and reporting material. Coordinate with control groups including Finance, Risk, and Internal Audit on model control topics. This role supports the Firm's FX Options trading desks within the Fixed Income Division. Expected base pay is $225,000 - $250,000 for Vice President level.
Required Qualifications
- MSc or PhD in a quantitative discipline
- Solid mathematical foundations, especially probability theory and statistics
- Strong analytical and problem solving skills
- Strong programming skills
- Excellent interpersonal and communication skills
- Self-motivated personality with high standards for quality of work, and attention to detail
Desired Qualifications
- experience with C++ or Scala
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