Vice President, Quantitative Analyst – FX Options | SCIB

About the role

Develop, extend, and maintain FX pricing and risk models, libraries, APIs, algorithms, and testing frameworks for existing and prospective products. Support Trading, Sales, and Risk teams, explain model assumptions and risk implications, and collaborate with quant teams across international offices. Candidates should have experience in a similar quantitative role, in-depth knowledge of foreign exchange products and valuation, strong C++ and Python programming skills, and a higher qualification in a relevant mathematical discipline. They should also understand options pricing, quantitative models, probability, and stochastic processes; a PhD, additional language fluency, stochastic-local volatility familiarity, and PDE or Monte Carlo engine experience are desirable.