Staff Quantitative Developer, FX

About the role

Develop and maintain pricing libraries, valuation models, and risk analytics for FX vanilla and exotic options. Build and improve platform frameworks for FX product lifecycle management, scenario analysis, cash flows, and reporting, collaborating with developers and clients. Requires at least three years of quantitative development experience focused on FX products, strong knowledge of FX volatility modeling and market conventions, and experience developing production code. Candidates should have experience with a high-level programming language, preferably Python, along with strong problem-solving and communication skills.