FX Macro FX Desk Quant, ED
Core
Front office desk Quant supporting Macro-FX trading desks in London, designing and delivering pricing/trading models for FX Spot, Options, and FX/Rates hybrid derivatives.
Role type
Senior Lead Securities Quantitative Analytics Specialist (Front Office Quant)
Builds
Option pricing and trading models integrated into Trading and Risk systems for FX and cross FX/Rates products
Domain
Financial Services / FX Derivatives / Quantitative Finance
Deliverable
production ML models | product features
Required skills
Exotic FX derivatives modeling (Stochastic Local Vol, non-vanilla CSA), Stochastic rates and FX/IR hybrid models, Financial mathematics (stochastic calculus, arbitrage, hedging, PDE, Monte-Carlo), C++, Java, Python, FX market conventions and calibration
Preferred skills
Rates derivatives experience, AI coding tools, mentoring
Technologies
C++, Java, Python
Responsibilities
Design, implement, support, and deliver pricing and trading models; Integrate models into Trading and Risk systems; Collaborate with traders on short-term and wider business projects; Perform model analysis and development; Deploy and support models in trading systems; Conduct research on trading cost, liquidity, and risk models
Seniority
Senior, hands-on IC with mentorship responsibilities
