FX Quantitative Analyst

My client is a FinTech business focussed on FX and money transfers. The FX Quantitative Analyst will focus on building and improving the in-house FX rate pricing model, mostly utilising Python.

Responsibilities

• Ensure accuracy and calibration of the internal rate model, embedding volatility, liquidity, and risk buffers with statistical discipline.
• Translate market dynamics into adaptive strategies, calibrating models as FX corridors shift.
• Provide commercial intelligence by monitoring model performance and uncovering opportunities to adjust margin and float strategies accordingly.
• Set up robust testing frameworks for backtesting and validating pricing logic to ensure reliability before execution.
• Bridge finance and tech, enabling seamless embedding of quant logic into APIs, routing engines, and decision layers.
• Own the product P&L, balancing growth versus risk across real-time FX corridors.

Requirements

• Quantitative analysis experience with FX exposure
• Banking or similar FinTech background
• Python (essential)
• C# and Java (desirable)