Overview Working in the QR analytics team you will be in charge of modelling, implementing and maintaining all aspects of our FX volatility analytics framework.
Responsibilities - Modelling, implementing and maintaining all aspects of the FX volatility analytics framework.
Qualifications - A MSc or PhD in a STEM discipline.
- Very strong financial mathematical background (e.g. stochastic calculus).
- 5+ years development experience in both compiled language (C++, C#, Rust) and Python.
- 5+ years experience in financial institutions, preferably in a quant modelling role.
- A deep technical knowledge of FX derivatives modelling including exotics.
- Excellent algorithmic knowledge.
- Track record of delivering projects from start to finish.
- Excellent communication skills, both written and verbal.
- Great problem solver.
What we offer - Direct impact: your co...