Quant Strategist / Researcher - FX Volatility
Core
Develop and maintain FX volatility analytics frameworks to support real-time risk and analytical tools for portfolio management decisions.
Role type
Senior quantitative researcher (FX volatility)
Builds
Cross-asset analytics platform and FX volatility analytics library
Domain
Financial services, FX derivatives, quantitative finance
Deliverable
production ML models | product features
Required skills
stochastic calculus, FX derivatives modelling (exotics), C++, Python, algorithmic knowledge, project delivery
Preferred skills
continuous improvement, attention to detail, ownership, innovative thinking
Technologies
C++, C#, Rust, Python, AWS, Prefect, Coder
Responsibilities
Model, implement, and maintain FX volatility analytics framework; deliver projects from start to finish; contribute to cross-asset analytics platform development
Seniority
Senior, hands-on IC
