Quantitative Analyst (VP) – FX Options
Budapest Millennium Tower III, Hungary
HUF 18671K-30702K (estimate) Executive-level Full Time
Tasks
- Build pricing models for FX derivatives
- Calculate risk sensitivities for FX options
- Collaborate with IT on pricing and risk framework
- Coordinate with Finance Risk and Internal Audit on model control
- Develop and extend pricing algorithms
- Perform pricing and PnL analysis
- Produce ad hoc reporting and deliverables
- Provide analytics for FX options trading desks
Perks/Benefits
Skills/Tech-stack
Algorithm Development | C++ | FX Options | Pricing models | Probability theory | Risk sensitivities | Scala | Software Design | Statistics
Education
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
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