Quantitative Developer - FX
A leading firm is seeking an FX Quantitative Developer to join their Quant team and contribute to the expansion and enhancement of their FX product offerings, including both Vanilla and Exotic Options. This role involves close collaboration with developers and client-facing teams to deliver solutions that improve trading and risk management capabilities. You will play a key role in advancing the firms platform's valuation models, risk analytics, and trade lifecycle functionality.
Key Responsibilities:
- Build and maintain pricing models and libraries for FX Vanilla and Exotic options, ensuring accuracy in valuation and risk metrics.
- Develop frameworks to support FX products across their lifecycle, including scenario analysis, cash flow generation, and reporting (e.g., P&L attribution).
- Drive innovation by proposing new models and design patterns to strengthen infrastructure and meet evolving client needs.
Qualifications:
- Minimum 3 years of experience in quantitative development, ideally with a focus on FX products.
- Solid understanding of FX volatility modeling, market conventions, and pricing/risk management techniques.
- Proven ability to write and deploy production-level code.
- Strong programming skills in Python; experience with other high-level languages (e.g., C++, Java) is a plus.
- Excellent problem-solving and communication skills, with the ability to explain technical concepts to diverse stakeholders.
Preferred Experience:
- Previous work in a front-office development role, ideally on an FX volatility desk supporting pricing, hedging, and risk analytics.
- Hands-on experience with pricing and risk systems development or enhancement.
- Familiarity with market data sources and product data integration.
- Exposure to client-facing projects involving platform customization or model integration.
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