Senior FX Vol Quant Researcher (Fintech)

TL;DR

Senior FX Vol Quant Researcher (Fintech): Modeling, implementing, and maintaining the FX volatility analytics framework for a cross-asset platform with an accent on stochastic calculus and derivatives pricing. Focus on delivering high-quality risk tools, optimizing performance in C++ and Python, and supporting portfolio management decision-making processes.

Location: Dubai, Hong Kong, London, New York, or São Paulo

Company

hirify.global is a global multi-manager hedge fund that leverages proprietary technology and risk analytics to deliver industry-leading returns across quantitative, tactical, and fundamental strategies.

What you will do

• Model, implement, and maintain the FX volatility analytics framework.
• Develop and optimize high-performance quant libraries using C++ and Python.
• Collaborate with portfolio management teams to provide real-time risk and analytical tools.
• Deliver end-to-end projects within a cloud-native development environment.
• Contribute to the development of a cutting-edge cross-asset analytics platform.

Requirements

• MSc or PhD in a STEM discipline.
• Strong financial mathematical background, specifically in stochastic calculus.
• 5+ years of development experience in compiled languages (C++, C#, Rust) and Python.
• 5+ years of experience in financial institutions, preferably in a quant modeling role.
• Deep technical knowledge of FX derivatives modeling, including exotics.
• Excellent algorithmic knowledge and problem-solving skills.

Culture & Benefits

• Direct impact on production trading systems and decision-making.
• Work on greenfield projects with modern cloud-native tooling (AWS, Prefect).
• High autonomy within a small, elite, and collaborative team.
• Commitment to continuous learning, professional development, and educational opportunities.
• Inclusive culture that encourages innovation and idea-sharing at all levels.