Quant Strategist / Researcher (FX Volatility)

Location: London, England, United Kingdom

Company

hirify.global is a global multi-manager hedge fund investing across quantitative, tactical, fundamental equity, and discretionary macro and fixed-income strategies.

What you will do

• Model, implement, and maintain the FX volatility analytics framework.
• Develop real-time risk and analytical tools for portfolio management decision-making.
• Contribute to a cross-asset analytics platform and a new quant library.
• Deliver production code that supports trading decisions.
• Work with modern cloud-native tooling, including AWS, Prefect, Coder, and automated CI/CD.

Requirements

• MSc or PhD in a STEM discipline.
• Very strong financial mathematics background, including stochastic calculus.
• 5+ years of development experience with a compiled language such as C++, C#, or Rust and with Python.
• 5+ years of experience in financial institutions, preferably in quantitative modelling.
• Deep technical knowledge of FX derivatives modelling, including exotic instruments.
• Excellent algorithmic, problem-solving, communication, and project delivery skills.

Culture & Benefits

• High autonomy, rapid decision-making, and minimal bureaucracy within a small specialist team.
• Opportunities to learn, innovate, and pursue ambitious technical goals.
• Learning and educational offerings to support professional development.
• Collaborative, teamwork-oriented environment where ideas are encouraged at all levels.
• Opportunities to participate in internal networks, external partnerships, and service initiatives.