FX Option Quantitative Strategist, Associate / Vice President
Core
Develop and maintain pricing models for FX Options, support traders with deal pricing and risk management, and build tools for data and scenario analysis.
Role type
Associate / Vice Principal Quantitative Strategist
Builds
Pricing models, risk management tools, and trading desk applications for the FX Option business
Domain
Financial Services / FX Derivatives
Deliverable
production ML models
Required skills
FX Option product knowledge, pricing model development, Scala, C++, data analysis, risk management, model documentation
Preferred skills
Advanced quantitative modeling, scenario analysis, hedging strategies
Technologies
Scala, C++