Senior Quant Consultant - FX Options - Inside IR35

Senior Quant Consultant - FX Options - Inside IR35

£850 - £1000 per day

part time/3 days per week working

6 months +extension

My client is seeking a Senior Consultant to join our Quantitative Research (QR) team, which develops the models and tools used by trading to price and risk-manage FX options.

The Role

• Review and optimise existing FX vanilla & exotic option pricing models
• Provide insight on market practices and propose improvements
• Document and justify modelling choices
• Support and guide the team in model development

What We're Looking For

• Extensive Front Office Quant experience in investment banks
• Expertise in FX products, pricing models & numerical methods
• Strong programming skills (C++, Python or similar)
• Experience with industrial pricing libraries and project delivery

Modis International Ltd acts as an employment agency for permanent recruitment and an employment business for the supply of temporary workers in the UK. Modis Europe Ltd provide a variety of international solutions that connect clients to the best talent in the world. For all positions based in Switzerland, Modis Europe Ltd works with its licensed Swiss partner Accurity GmbH to ensure that candidate applications are handled in accordance with Swiss law.

Both Modis International Ltd and Modis Europe Ltd are Equal Opportunities Employers.

By applying for this role your details will be submitted to Modis International Ltd and/or Modis Europe Ltd. Our Candidate Privacy Information Statement which explains how we will use your information is available on the Modis website.