Quantitative Analyst – FX Options Electronic Pricing & Automation, VP

Role overview

Responsibilities

• Develop analytics libraries for real-time pricing and risk management across FX Options products.
• Implement, maintain and enhance production electronic pricing, risk management and automation capabilities.
• Contribute to the electronic pricing platform, increasing automation and adding pricing capabilities.
• Develop high-performance quantitative solutions in modern C++ and Python using object-oriented design.
• Work with traders and structurers to translate business requirements into robust production pricing infrastructure.
• Partner with risk, compliance and finance to ensure systems and models meet governance and control requirements.
• Assess system and model risk profiles and maintain accuracy, transparency and ethical standards.

Required qualifications and skills

• Demonstrated production software design and implementation in modern C++ and Python, including object-oriented design and production-quality practices.
• Hands-on application of statistics, probability and mathematical techniques to model complex derivatives, including FX Options.
• Familiarity with market data concepts and their use in pricing or risk analytics.
• Understanding of quantitative finance, investment products and quantitative methods.
• Clear written and verbal communication and ability to collaborate across trading, technology and control functions.
• Bachelor's degree or equivalent in mathematics, physics, computer science, engineering or another quantitative discipline.

Beneficial qualifications

• Practical SQL and kdb knowledge is beneficial.
• A relevant quantitative Master's degree is beneficial.
• Experience in FX Options, derivatives pricing, electronic pricing or a related front-office trading environment is beneficial.

Workplace

• Hybrid working model with three office days and two remote working days each week.

Development and benefits

• Opportunity to shape a next-generation electronic pricing platform with direct business impact.
• Development pathway toward broader front-office work, with exposure to trading, structuring and quantitative strategy.
• Access to global quantitative finance, technology and trading colleagues, and learning and development resources.
• Performance-driven team environment and compensation described as aligned to the front-office quant market; no amount is stated.