Senior Quantitative Analyst, FX Options

About the role

Develop, test, document, and support production-grade pricing models and analytics for vanilla, flow, and exotic FX options, including structured derivatives and multi-asset trades. Partner with front-office, technology, risk, finance, and global quant teams to integrate models into trading and risk platforms, investigate production issues, and maintain consistency across regions. Requires a strong quantitative finance foundation and proven knowledge of FX options pricing, volatility modeling, surface calibration, and risk frameworks. Candidates should have experience implementing or supporting derivatives models in production using C++, with Python or VBA, version control, automated build practices, and effective cross-functional communication.