Working in the QR analytics team you will be in charge of modelling, implementing and maintaining all aspects of our FX volatility analytics framework.

• Modelling, implementing and maintaining all aspects of the FX volatility analytics framework.

• 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.

• Direct impact: your co...