Major US Bank is looking for a Quantitative Analyst with experience in designing and programming Options Valuation models and Pricing tools to join the Tokyo based FX Options Trading Desk.

This group has responsibility for pricing and risk management of complex Currency (FX) options products using various numerical methods, such as Monte Carlo and PDEs. The role requires expertise in probability theory, strong quant skills (Stochastic Calculus), programming skills (C/C ) and experience building risk management models and options pricing engines. Preference will be given to PhD's from a top school with 2 years of exp. supporting an FX trading desk

Refer to Job#16760-hereisthecityand email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.