Quant Developer - C# C++ Python - FX Options Flow - Investment Bank

  • Knowledge of FX option & flow products
  • Experience working with large scale library and working with different profiles (Quants, IT, etc)
  • Strong programming:
  • C# essential, Python preferable, C++ useful.
  • Object Oriented programming.
  • GUI & Database knowledge.
  • Good Maths, numerical skills. Note this isn\'t a financial modelling role
  • Desirable skills/Systems - Prior experience in Front Office quantitative research

The role - Quantitative Research is tasked to construct robust PnL Explain methodologies and introduce new economic value metrics across asset classes with the specific aim of identifying and growing areas of maximal profitability.The role being offered is to aid Quant research in the industrialisation of new EV metrics for the perimeter of FX Options and FX Flow.

The job covers the following tasks with the prioritization being done by the quant team:

Development of specific industrial component as part of existing production systems to perform Economic value calculation.
Coordinate with IT the setting up of batches so report results on a regular basis..
Coordinate with IT the sourcing of required input data from other existing IT systems.
Development of GUI components to display results to end-user trading/sales.
Identification of issues from understanding of the FX products, FX market data and EV model.
Model refinement once initial version is in production.
Documentation of the final industrialised process.

Adlam Consulting operates as an Employment Agency & an Employment Business

this is a contract role paying up to £650 per day.  Please quote reference JSADL02808 when applying and send your cv to This email address is being protected from spambots. You need JavaScript enabled to view it.