We are currently partnered with Head of Risk that is looking to hire a FX Modeling expert for their team in NY. The hire will be expected to develop FX risk mitigation strategies as well as build/implement FX derivative portfolio risk models. This is a greenfield hire for the business that has come to fruition due to recent global expansion and private equity partnership.
Ideal candidates for the FX Portfolio Quant Modeling/Hedging Lead will have:
- 8+ years of front office FX derivative quant modeling experience at a top tier investment bank, or buyside institution
- 8+ years of industry python development skills
- strong verbal and written communication skills and desire to work and collaborate with C-suite stakeholders
- PhD/Master's in a stem field (physics, comp sci, mathematics, operations research statistics, financial engineering, etc.)
- An entrepreneurial mindset and desire to work in a greenfield environment where you will be challenged to wear many hats
- Ability to communicate complex quantitative concepts to audiences coming from both STEM and non-STEM backgrounds
Responsibilities of the FX Portfolio Quant Modelling/Hedging Lead:
- Develop (from scratch) and implement FX derivative hedging models using Python
- Develop hedge strategy to immunize the market impact of FX risk on distributible capital between sign and close of deal
- Lead all quantitative/risk management efforts related to Global deal transactions.
- Present quantitative strategies and insights related to market sensitivities to executive leadership teams around the globe
- Manage FX quantitative risk models and propose various FX hedges for the global business with currency options/forwards based on real-time market volatility