Ccr consulting Work, Jobs (with Salaries)

FX Options Desk Quant
RocketFin Consulting Ltd —London
- Doctoral degree
- Master's degree
- C++
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FX Options Desk Quant
RocketFin Consulting Ltd —London
Experience with multi-currency hybrid or cross-asset FX/Rates products. Support new product development on bespoke FX derivatives structures.
Quick apply
FX Options Trader
Nomura —London
We act as market makers, trading in fixed income products, including currencies, interest rates and credit in cash, derivatives and structured products.

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FX Options Desk Quant

RocketFin Consulting Ltd -
London

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Job details

Qualifications

Doctoral degree
Mathematics
Master's degree
C++
Product development
Python

Full job description

The Role

RocketFin is partnering exclusively with a leading specialist inter-dealer broker operating at the centre of wholesale FX and derivatives markets to place a senior FX Options Desk Quant.

This is a hands-on desk role with direct ownership of pricing models and real-time risk, working alongside experienced brokers and engaging with institutional counterparties across vanilla and exotic FX options. Full client details are disclosed at interview stage.

Responsibilities

Own and enhance real-time pricing models for vanilla and exotic FX options (barriers, digitals, one-touch/no-touch, TRFs, accumulators)
Provide Greeks analysis (Delta, Gamma, Vega, Vanna, Volga) and support intraday risk across the FX options book
Develop and calibrate stochastic volatility models (Local Vol, Heston, SABR) to live FX vol surfaces
Work closely with brokers and institutional clients to support pricing, execution, and analytics
Produce model documentation and validation materials to meet internal governance standards
Support new product development on bespoke FX derivatives structures

Required Experience

4+ years of desk quant experience at a Tier 1 investment bank or leading wholesale markets firm (Bank of America, JP Morgan, Goldman Sachs, Citi, Barclays, Deutsche Bank, or equivalent)
Deep expertise in FX vanilla and exotic options pricing
Strong command of stochastic volatility models and FX vol surface calibration
Proficiency in C++ for quantitative library development and Python for analytics
Solid grounding in stochastic calculus and numerical methods (Monte Carlo, finite difference PDE)
Advanced degree (MSc or PhD) in Mathematical Finance, Applied Mathematics, Physics, or related field

Desirable

Prior experience at an inter-dealer broker or in a client-facing quant role
Experience with multi-currency hybrid or cross-asset FX/Rates products
Familiarity with xVA (CVA/DVA) in the context of FX derivatives
Exposure to FRTB or SA-CCR capital frameworks

All applications are handled in strict confidence by RocketFin Consulting.

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