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
Real-time pricing infrastructure and automation capabilities for FX Options
Domain
Financial services / Quantitative finance / FX Options
Deliverable
production ML models
Required skills
C++, Python, object-oriented design, statistics, probability theory, derivative pricing, FX Options, market data, quantitative finance
Preferred skills
SQL, kdb, Master's degree, front-office trading 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; Partner with traders to translate requirements into robust infrastructure; Apply sound judgement on system risk profiles.
Seniority
VP, hands-on IC