обновлено 2 часа назад
Quantitative Developer, Associate - FX
179 400 - 243 136$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Developer, Associate - FX (Python/FX Options): Developing pricing libraries, valuation models, and platform frameworks for FX Vanilla and Exotic options with an accent on volatility modeling, risk analytics, and trade lifecycle management. Focus on building production-grade pricing and risk systems, scenario analysis, cash flow generation, P&L attribution, and client-oriented technical solutions.
Location: Office - New York, United States
Salary: $179,400–$243,136 USD per year
Company
provides a SaaS platform for investment accounting, risk, performance, and decision-ready analytics for institutional investment portfolios.
What you will do
- Develop and maintain pricing libraries and models for FX Vanilla and Exotic options.
- Build platform frameworks for FX product lifecycle management, scenario analysis, cash flow generation, and reporting.
- Improve valuation, risk analytics, trade management, and P&L attribution capabilities.
- Identify and advocate for models and design patterns that support evolving infrastructure.
- Collaborate with developers and work directly with clients to deliver trading and risk management solutions.
Requirements
- 3+ years of quantitative development experience focused on FX products.
- Strong understanding of FX volatility modeling, market conventions, deal structures, pricing, and risk management.
- Production software development experience in a high-level programming language.
- Several years of Python experience preferred.
- Strong problem-solving and communication skills, including the ability to explain technical topics to diverse audiences.
Nice to have
- Front-office development experience, preferably supporting an FX volatility desk.
- Experience building, enhancing, or maintaining pricing and risk systems.
- Familiarity with market data and product data sources.
- Experience customizing platforms, integrating models, or developing technical solutions for clients.
Culture & Benefits
- Business-casual atmosphere and flexible working environment.
- Team-focused culture emphasizing innovation and ownership.
- Medical, dental, vision, and life insurance benefits.
- Maternity and paternity leave, paid time off, and volunteer time off.
- 401(k) retirement plan with company match.
- Work from anywhere for up to three weeks per year and work from home on Fridays.
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