Quantitative Analyst - FX Options Electronic Pricing & Automation, VP
Core
Design and implement production-grade electronic pricing and risk management systems for FX Options at the intersection of quantitative finance and software engineering.
Role type
VP-level hands-on IC quantitative analyst (FX Options pricing)
Builds
Next-generation electronic pricing platform for FX Options
Domain
Financial services / Quantitative finance / FX Options
Deliverable
production ML models
Required skills
C++, Python, object-oriented design, statistics, probability theory, mathematical modeling, FX Options pricing, market data concepts, quantitative finance principles
Preferred skills
SQL, kdb, Master's degree in quantitative field, prior FX Options/derivatives pricing experience
Technologies
C++, Python, SQL, kdb
Responsibilities
Develop analytics libraries for real-time pricing and risk management; Implement and enhance production electronic pricing and automation capabilities; Contribute to the evolution of the electronic pricing platform; Develop high-performance quantitative solutions; Partner with traders and structurers to translate requirements into infrastructure; Work with risk, compliance, and finance functions to ensure governance.
Seniority
VP, hands-on IC