Tier One Investment bank is seeking an FX quantitative modeler to work within their market leading quant team.  The ideal candidate requires experience with stochastic volatility and multi asset model as well as sound C++ implementation skills.  The group work on a whole range of FX derivatives from short dated to long dated FX and you will be responsible for both modeling and implementation.  This role closely supports the FX trading desks, so sound communication skills are a must.  In addition to traders, this position will involve interacting with IT, Risk Management and Product Control Groups to ensure smooth delivery of models.