FX Quantitative Researcher

The Macro Technology Team is seeking a FX Quantitative Researcher.

The ideal candidate will have:

• Masters' Degree or higher in a quantitative field. Degree courses in finance, computer science, mathematics, econometrics or other quantitative discipline preferred

• Build and maintain pricing models for range of products traded in macro business

• Mathematics: knowledge of linear algebra, probability, stochastic calculus, statistics

• Finance: experience in derivative pricing. Experience with FX is a plus but other classes would do.

• Expert C++ programmer (we use C++20). Coupled with the ability to produce well-engineered code. Interest and expertise in Python; we use Python to wrap our C++ analytics for Jupyter or web portals

• Strong desire to work collaboratively with the team with large code base

• Problem solving skills and ability to identify and implement appropriate solutions

• Interest or experience in other languages or technologies a bonus, e.g. C# / .net, functional programming languages, databases, etc.