FX Modeling Quant Researcher
FX Modeling Quant Researcher
A tier-1 global multi-manager is looking for an experienced FX derivative quantitative researcher to join their core team. This is a global team that is responsible for the construction and maintenance of core pricing models across the macro business.
Responsibilities:
- Develop and implement scalable derivative pricing models for FX and other macro products
- Collaborate with a global QR team and macro portfolio managers to produce production level quantitative models, and trading tools.
- Develop automated calibration tools for local volatility and stochastic local volatility models, integrated into global FX pricing infrastructure
- Integrate real-time market data feeds into pricing/risk engines to enable faster quote response and improved hedging strategies
- Build interactive dashboards using Dash/Python to visualize market data, options analytics, and performance metrics for the team.
Qualifications:
- Masters' degree or higher, in a quantitative field.
- 2+ years of experience in a role with a focus on macro derivative pricing modeling
- Proficiency in production level C++ coding
- Excellent mathematics skills in probability, statistics, optimization, and other advanced concepts.
- Excellent written and verbal communication skills, with the ability to explain complex models and tools to portfolio managers and stakeholders.
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your CV and details on file so when we see similar roles or see skillsets that drive growth in organisations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your CV so you can be considered for roles that have yet to be created.
Yes, we help with CV and interview preparation. From customised support on how to optimise your CV to interview preparation and compensation negotiations, we advocate for you throughout your next career move.