We are seeking a highly skilled and motivated Quant Developer to join our Foreign Exchange (FX) Technology team within the Global Markets division of a leading investment bank. The ideal candidate will work at the intersection of quantitative research and high performance technology building robust low latency systems that power FX trading and analytics. You will collaborate closely with quantitative analysts traders and technologists to implement and optimize statistical models that drive our FX with quantitative researchers to translate statistical models into efficient and reliable production and maintain high-performance pricing risk and analytics engines for FX spot forwards swaps and and implement low-latency scalable infrastructure for real-time data processing and trading strategy algorithms for speed and robustness across a variety of market conditions and asset rigorous testing documentation and version control in all production with trading desks and quantitative teams to understand evolving business needs and enhance model capabilities to architectural and strategic discussions on platform evolution and develop and optimize performant code for FX trading applications based on statistical and machine learning and maintain high-frequency and low-latency trading systems that align with business objectives and regulatory closely with quantitative analysts traders and risk managers to translate complex mathematical models into robust software tools for pricing forecasting and risk analytics in FX markets using advanced statistical software reliability scalability and fault tolerance in production rigorous testing debugging and performance profiling to guarantee the accuracy and efficiency of all ahead of emerging technologies and trends in FX trading and apply relevant advancements to improve existing programming skills in C Python or Java with a focus on performance and reliability of low latency solutionsDeep understanding of numerical methods probability theory statistical modelling machine learning and numerical with parallel computing low-latency systems or real-time data feeds (e.g. Market data handling).Familiarity with FX products (spot forwards NDFs options) and pricing grasp of computer science fundamentals including data structures algorithms and degree (Master or PhD) in Computer Science Finance Mathematics Physics or a related quantitative 3 to 10 years of experience in quantitative development preferably in FX or broader FICC trading working in a front office or research aligned quant dev role at a bank hedge fund or trading experience in developing performant code for trading systems preferably in FX or similar financial to quantitative finance concepts including derivatives pricing portfolio optimization and market risk with distributed systems and cloud based SkillsExcellent problem solving and analytical thinking communication skills to interface with traders quants and technology teams.
Required Experience:
Senior IC
Senior Quantitative Developer
