Join the FX options quantitative development team to build and maintain the pricing and risk analytics system that powers the FX Options trading desk, sitting at the intersection of software engineering and quantitative finance.
receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as: A discretional annual performance related bonus
- Build, maintain and develop analytics library for real-time and end of day pricing and risk management for FX Options products
- Develop analytics production software using C++ and Python
- Work closely with quants to provide technical support
- Collaborate with technology teams to integrate new releases, functionality and models into risk and trading infrastructure
- Apply sound risk awareness when contributing to business decisions
- Bachelor's degree or equivalent experience in mathematics, computer science, physics, or engineering
- Master’s degree in a STEM discipline (Mathematics, Statistics, Physics, Computer Science, Data Science, Machine Learning, Artificial Intelligence, Operations Research, Quantitative Finance, Econometrics, Engineering)
- Nice to have: FX Options
- Nice to have: Derivatives products
- Nice to have: Financial services environment experience
- Generous holiday allowance starting at 27 days plus bank holidays
- Discretionary annual performance related bonus
- Private medical insurance packages
- Employee Assistance Program
- Pension Plan
Director Revenue Management Product - Capacity and Fleet OptimizationSIXT · Munich, Germany