Senior Quantitative Analyst, FX Options

About the role

Develop, test, document, and support production-quality pricing models and analytics for vanilla, flow, and exotic FX options, including structured derivatives and multi-asset trades. Build and integrate C++ trading and risk tools, investigate production issues, and coordinate with front-office, technology, risk, finance, and global quant teams to maintain consistent standards. Requires a strong quantitative finance foundation and proven knowledge of FX options pricing, volatility models and surfaces, calibration, and risk frameworks. Candidates should have experience implementing or supporting derivatives pricing and risk models, production-quality C++ skills, familiarity with Python or VBA and Git-based development, and strong stakeholder communication skills.