- Building the FX hybrids pricing models from scratch.
- Collaboration with the trading desk to develop strategies.
- Implementation into the core analytic library.
- Providing analytic input into Risk Management and Technology groups.
- PhD degree or equivalent in Mathematics, Physics, Computer Science, Quantitative Finance, or other quantitative disciplines. Excellent candidate with master's degree will also be considered.
- Strong programming skills in C++, with experience in Java or Python.
- Strong analytical and problem-solving skills
- High-level of communication and interpersonal skills
- Prior front office experience is preferred, but candidates from alternative quantitative backgrounds are also welcome.