My client, a Tier 1 Investment Bank is seeking an FX Quantitative Analyst to join one of the most stable analytical functions in the city. The candidate will ideally be educated to a PhD or DEA level and will have experience in numerical analysis and a hands on approach to integrating and designing exotic models for the pricing of short, mid and long-dated FX products such as barriers, TARFs, TARNs, Faders, variance swaps and forward volatility agreements. The applicant should have experience with stochastic volatility models including Local uncertain vol models, local stochastic vol models and multi-currency local vol models. In depth knowledge of exotic options pricing using Monte Carlo, numerical methods for PDE’s as well as semi-analytic tree integration would be very useful. Very strong C++ is a given for such a hire although candidates who have worked with C# will not be over looked. The hire is for the London team although the trading desk has a global reach and is recognized as a cutting edge structured products platform.