Core
Support a Senior Portfolio Manager in a cross-asset macro portfolio anchored in FX and FX volatility with an Asia bias, focusing on pricing, structuring, and risk management of options-led and event-driven positions.
Role type
Senior quantitative analyst (FX/rates options and volatility)
Builds
Pricing, scenario analysis, and screening tools in Python to automate desk workflows and identify volatility opportunities.
Domain
Financial services, derivatives trading, FX and interest rate volatility
Deliverable
production ML models
Required skills
Pricing and risk management of Asian and G10 interest rate and FX options, structuring linear and non-linear positions, volatility surface analysis, Python for quantitative workflows, Bloomberg proficiency, macro data tracking, dealer counterparty management
Preferred skills
Experience with FX-linked structured products, fluency in Korean or another Asian language
Technologies
Python, Bloomberg
Responsibilities
Generate and support relative value and directional trade ideas across Asian and G10 interest rate and FX volatility markets; Price, structure, and execute linear and non-linear positions including interest rate and FX exotics; Monitor and manage portfolio risk (delta, gamma, vega, correlation) during Asian trading hours; Build and maintain pricing and analytics tools to automate workflows; Track central bank policy and market flows to provide research and commentary.
Seniority
Senior, hands-on IC