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
Salary Range:$179,400 - $243,136 USD
Salary Range$179,400.00 - $243,136.45
This is the pay range the Company believes it will pay for this position at the time of this posting. Consistent with applicable law, compensation will be determined based on relevant experience, other job-related qualifications/skills, and geographic location (to account for comparative cost of living). The Company reserves the right to modify this pay range at any time. For this role, benefits include: health/vision/dental insurance, 401(k), PTO, parental leave, and medical leave, STD/LTD insurance benefits.
