RocketFin is partnering exclusively with a leading specialist inter‑dealer broker operating at the centre of wholesale FX and derivatives markets to place a senior FX Options Desk Quant.
This is a hands‑on desk role with direct ownership of pricing models and real‑time risk, working alongside experienced brokers and engaging with institutional counterparties across vanilla and exotic FX options. Full client details are disclosed at interview stage.
Responsibilities
Own and enhance real‑time pricing models for vanilla and exotic FX options (barriers, digitals, one‑touch/no‑touch, TRFs, accumulators)
Provide Greeks analysis (Delta, Gamma, Vega, Vanna, Volga) and support intraday risk across the FX options book
Develop and calibrate stochastic volatility models (Local Vol, Heston, SABR) to live FX vol surfaces
Work closely with brokers and institutional clients to support pricing, execution, and analytics
Produce model documentation and validation materials to meet internal governance standards
Support new product development on bespoke FX derivatives structures
Required Experience
4+ years of desk quant experience at a Tier 1 investment
FX Options Desk Quant London Liverpool Street, EC2M 4TP employer: RocketFin Consulting Ltd
Rocketfin Consulting Ltd is an exceptional employer located in the vibrant city of London, offering a dynamic work culture that fosters innovation and collaboration. As an Engineering Lead, you will have the opportunity to shape cutting-edge AI-native financial products while enjoying a supportive environment that prioritises employee growth and development. With a focus on hands-on leadership and a commitment to excellence, Rocketfin provides a unique platform for professionals eager to make a meaningful impact in the fast-paced world of trading technology.
