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Senior FX Vol Quant Researcher

SchonfeldDubai, UAE6 days agoSenior
Senior

Responsible for modeling and maintaining FX volatility analytics, requiring strong financial mathematics, programming skills, and excellent problem-solving abilities.

Skills

Senior FX Vol Quant Researcher

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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