FX Quant

Overview

In this role you will build models and trading algorithms for a pioneering fintech start-up. You will work within a cross-functional team to quantify FX exposure and price G10 options, forwards, and FX options. The position focuses on developing scalable Python-based solutions to support a big data platform for the financial markets. You will contribute to a high-impact technology run by a team drawn from global markets, with a hybrid London-based setup.

Pay / Benefits

• outside IR35 contract
• £800 PD
• hybrid/London remote

Responsibilities

• Write models and algorithms in Python
• Perform range modelling to measure exposure
• Model G10 currency options and forwards
• Develop a pricing model for FX options

Key requirements

• 4 years of Quantitative Analysis
• Understanding of Quant Development
• MSc or PhD in a STEM subject
• highly motivated

• highly motivated
• Python
• range modelling
• G10 currency options and forwards
• FX options pricing
• quant development understanding

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