Quantitative Developer, Associate - FX

Requirements

• 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.

Responsibilities

• 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.

Qualifications

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