Quantitative Researcher

FX Quantitative Researcher – Macro Pricing (New York)

I’m working with a top-tier, alpha-driven macro fund hiring an FX Quant Researcher to build high-performance pricing models used directly in trading.

This is a front-office role where your research and code will have immediate PnL impact, developing cutting-edge FX and macro derivatives models in a modern C\+\+ (C\+\+20) \+ Python stack.

Responsibilities:

• Build and enhance pricing models for FX and macro derivatives
• Apply stochastic calculus and advanced statistics to trading problems
• Develop production-grade analytics in C\+\+ with Python integration
• Work closely with traders and quants to drive real trading decisions

Desired Skill Set:

• Strong quantitative background (Master’s/PhD)
• Derivatives pricing experience (FX a plus)
• Expert C\+\+ \+ strong Python
• Solid maths: probability, linear algebra, stochastic calculus

Please contact [email protected] for more information.

If this isn’t right for you, but you know someone who might be interested, our market-leading referral scheme rewards successful referrals! T\&Cs apply.