This leading European Investment Bank is looking for THE most talented Quant analyst to join one of their most active offices in Tokyo, Japan.
They are looking for someone who will be expected to come in and be able to hit the ground running.
This individual will be exposed to most exotic products (Equity and Interest Rates) but will be predominantly working with and modelling  FX exotic products.
This individual will be directly reporting to the most Senior Managers  so will have a tremendous amount of visibility in the company, meaning career progression will be easily achieved. This quant team have already been awarded for their cutting edge approach to finance, and are globally recognised as industry leaders.

Responsibilities of the Front Office FX Quant Analyst role:
-Working predominantly FX exotics products, but also equity and interest rates.
-Will be working with models to ensure correct pricing of Exotic products, which will mainly be FX but will also gain scope of EQ and IR products.
-Developing and building own models, expected to be used on a global basis.
-Working closely with this banks' extraordinary trading floor; supporting and ensuring that operations run effectively.
-Conducting risk analysis, discussing scenarios with traders and ensuring resolutions.
-Delivering stochastic models and dynamic hedging to exotic and derivative traders.

Requirements of the Front Office FX Quant Analyst role:
-Some previous experience as a desk quant or experience working with FX exotic products (additional exposure to Interest Rates and Equity exotic products is a bonus).
-Strong programming skills in C++, VBA, Matlab.
-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.
-PhD or equivalent in Mathematics/Physics or other related degree subject.

This bank has an exceptional team with opportunities rarely seen in this space. Generous salaries are also offered, with bonuses guaranteed for 2010.

To apply for this Front Office Quant Analyst role please press the apply button or call 00 44207 019 4137.