Senior Quantitative Analyst – FX Options Electronic Pricing & Automation, Director
Core
Design, build, and maintain production-grade electronic pricing and automation systems for FX Options trading, supporting risk management and trading workflows.
Role type
Senior IC quantitative analyst (FX options pricing & automation)
Builds
Production electronic pricing, risk management, and automation capabilities for FX Options
Domain
Financial services / FX Options derivatives
Deliverable
production ML models
Required skills
C++, Python, kdb, SQL, object-oriented design, statistics, probability theory, numerical schemes, model governance, quantitative change lifecycle management
Preferred skills
Electronic pricing, algorithmic pricing, market making, hardware-accelerated computing, Java
Technologies
C++, Python, kdb, SQL, Java
Responsibilities
Design and build analytics libraries for pricing and risk management; Implement and enhance production electronic pricing and automation systems; Manage pricing controls and quantitative data management processes; Partner with traders, structurers, and technology teams to translate requirements into solutions; Work with model validation, risk, compliance, and legal to ensure regulatory adherence.
Seniority
Senior, hands-on IC