Quantitative Researcher / Developer (Data Science) - Treasury FX
Core
Build and operate quantitative models and production systems for FX pricing, risk management, and trading strategies supporting USD 250bn+ annual volume.
Role type
Senior IC quantitative researcher or developer (FX data science)
Builds
Production-grade quant platform for multi-instrument pricing, product modelling, risk analytics, and trading strategies
Domain
Financial services / FX markets / Quantitative finance
Deliverable
production ML models | product features | infrastructure
Required skills
Python development, quantitative modelling, backtesting, model validation, production system ownership, CI/CD pipelines, real-time data pipelines, microservices, stochastic calculus, Monte Carlo methods
Preferred skills
FX or financial markets experience, term structure modelling, interest rate curve bootstrapping, algorithmic execution, data lake/warehouse experience (Snowflake, Iceberg, Spark), streaming systems (Kafka, Flink, Redis)
Responsibilities
Develop pricing, forecasting, risk analytics and hedging methodology; implement quantitative work from prototype to production; validate and monitor model/service performance; design new quant infrastructure; manage market data pipelines; collaborate on risk modelling (VaR, stress testing)
Seniority
Senior, hands-on IC
