Quantitative Developer, Associate - FX
Core
Develop and maintain pricing libraries, models, and frameworks for FX Vanilla and Exotic options to support valuation, risk analytics, and trade management.
Role type
Associate Quantitative Developer (FX)
Builds
FX product suite including pricing, risk analytics, and trade management capabilities
Domain
Financial Services / FX Derivatives
Deliverable
production ML models | product features
Required skills
FX volatility modeling, pricing/risk management, production code development, high-level programming languages, Python
Preferred skills
front office development experience, FX Volatility Desk background, building/enhancing pricing and risk systems, market data integration
Technologies
Python
Responsibilities
Develop and maintain pricing libraries and models for risk and valuation; Design and maintain frameworks for FX products including lifecycle management and scenario analysis; Identify and advocate for new models and design patterns for infrastructure improvement
Seniority
Associate, hands-on IC
