Senior FX Vol Quant Researcher
Responsible for modeling and maintaining FX volatility analytics, requiring strong financial mathematics, programming skills, and excellent problem-solving abilities.
Skills
About This Role
Overview
- Working in the QR analytics team you will be in charge of modelling, implementing and maintaining all aspects of our FX volatility analytics framework.
- The ideal candidate will have:
- an interest in continuous improvement and learning
- high level of attention to detail
- strong sense of ownership
- proven ability to think outside the box
- What you ll bring
- A MSc or PhD in a STEM discipline
- Very strong financial mathematical background (e.g. stochastic calculus)
- 5+ years development experience in both compiled language (C++, C#, Rust ) and Python
- 5+ years experience in financial institutions, preferably in a quant modelling role
- A deep technical knowledge of FX derivatives modelling including exotics
- Excellent algorithmic knowledge
- Track record of delivering projects from start to finish
- Excellent communication skills, both written and verbal
- Great problem solver
- What do we offer
- Direct impact: your code hits production daily and drives trading decisions
- Greenfield project: we are building a cutting-edge quant library
- Modern tooling: fully cloud-native developement stack (AWS, Prefect, Coder), automated CI/CD
- Small, elite team high autonomy, rapid decision cycles, minimal bureaucracy
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