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Quantitative Analyst – FX Options

Budapest Millennium Tower III, Hungary

HUF 8202K-12775K (estimate) Entry-level Full Time

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Found 2d ago

Tasks

Build pricing models for FX derivatives
Calculate risk sensitivities for FX options
Coordinate model control topics with Finance Risk Internal Audit
Develop code for FX options pricing models
Extend pricing models for FX derivatives
Liaise with IT on pricing and risk framework
Maintain pricing models for FX derivatives
Produce ad hoc deliverables and reporting material
Provide P and L calculation analysis
Provide pricing analysis for FX options trading desks
Provide risk analysis for FX options trading desks

Perks/Benefits

Skills/Tech-stack

Algorithms | Analytics | C++ | FX Options | Financial engineering | Probability | Risk sensitivities | Scala | Statistics

Education

Master of Science | PhD

Roles

Analyst | Quantitative Analyst

Regions

Countries

States

Cities

Budapest, Budapest, HU

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Language: en | Views: 1 | Clicks: 1 | Saves: 0

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