Senior FX Vol Quant Researcher, DMFI Quantitative Resources

Job description

The Role We are seeking an exceptionally talented individual to join our DMFI Quant team as a quant researcher. Our mission is to deliver real-time and high-quality risk and analytical tools to support our Portfolio Management teams in their decision-making process. This role is your chance to be a key contributor in the development of our cross-asset analytics platform. What you’ll do: Working in the QR analytics team you will be in charge of modelling, implementing and maintaining all aspects of our FX volatility analytics framework. The ideal candidate will have: - an interest in continuous improvement and learning - high level of attention to detail - strong sense of ownership - proven ability to think outside the box What you’ll bring: - A MSc or PhD in a STEM discipline - Very strong financial mathematical background (e.g. stochastic calculus) - 5+ years development experience in both compiled language (C++, C#, Rust…) and Python - 5+ years experience in financial institutions, preferably in a quant modelling role - A deep technical knowledge of FX derivatives modelling including exotics - Excellent algorithmic knowledge - Track record of delivering projects from start to fin...