As an FX Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our FX product suite, including Vanilla and Exotic Options. You will work closely with cross-functional teams of developers and interact directly with clients to deliver solutions that focus on both developers and end-users, with a primary emphasis on trading and risk management. Your contributions will help drive the continuous improvement of our platform's valuation, risk analytics, and trade management capabilities.
Requirements:- Develop and maintain pricing libraries and models for risk and valuation covering FX Vanilla and Exotic options.
- Design, build, and maintain frameworks within the platform to support FX products, including lifecycle management, scenario analysis, cash flow generation, and reporting (e.g., P&L attribution).
- Identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients
Responsibilities:- 3+ years of experience in quantitative development, with a focus on FX products.
- Strong understanding of FX volatility modeling, including market conventions, deal structures, and pricing/risk management
- Experience developing code in a production environment
- Development Background in a high-level language, preferably with a few years of Python experience
- Strong problem-solving and communication skills, ability to convey technical topics to a diverse audience
What Will Make You Stand Out:- Experience in a front office development role, preferably on a FX Volatility Desk, supporting securities pricing, hedging, and risk analytics
- Experience building/enhancing/maintaining pricing and risk systems
- Familiarity with relevant sources of market data and product data
- Prior experience working with clients to customize platforms, integrate models, or develop technical solutions is a plus
WHAT WE OFFER- Business casual atmosphere in a flexible working environment
- Team focused culture that promotes innovation and ownership
- Access cutting edge investment reporting technology and expertise
- Defined and undefined career pathways allowing you to grow your own way
- Competitive medical, dental, vision, and life insurance benefits
- Maternity and paternity leave
- Personal Time Off and Volunteer Time Off to give back to the community
- 401(k) retirement plan with company match
- Work from anywhere 3 weeks out of the year
- Work from home Fridays
