Quantitative Developer, Associate - FX
Office - New York, United States
R
USD 175K-243K (estimate) Mid-level Full Time
Tasks
- Build production code
- Collaborate with clients to deliver solutions
- Design FX product frameworks
- Develop FX pricing libraries and models
- Develop FX volatility modeling
- Generate cash flow analytics
- Implement scenario analysis
- Maintain lifecycle management
- Produce reporting including PnL attribution
- Support securities pricing hedging and risk analytics
Perks/Benefits
- 401k match
- Dental insurance
- Life insurance
- Maternity leave
- Medical insurance
- Paternity leave
- Personal Time Off
- Vision insurance
- Volunteer time off
- Work from anywhere
- Work from home Fridays
Skills/Tech-stack
Cash Flow | Cash flow modeling | FX Options | FX volatility modeling | Flow modeling | Market Data | P and L | P and L Attribution | Pricing models | Production Software Development | Production software | Python | Risk Analytics | Scenario Analysis | Software development | Valuation | Volatility modeling
Education
N/A
Roles
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