Senior Quant Consultant - FX Options - Inside IR35£850 - £1000 per daypart time/3 days per week working6 months +extensionMy 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 RoleReview and optimise existing FX vanilla andamp; exotic option pricing modelsProvide insight on market practices and propose improvementsDocument and justify modelling choicesSupport and guide the team in model developmentWhat We''re Looking ForExtensive Front Office Quant experience in investment banksExpertise in FX products, pricing models andamp; numerical methodsStrong programming skills (C++, Python or similar)Experience with industrial pricing libraries and project deliveryModis 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 h