Quantitative Developer (Data Science) - Treasury FX
Wise · London
£91k–£127k1 month ago
HybridFull_timefx pricingrisk modellingalgorithmic trading
£91k–£127k
1 month ago
Salary
£91k–£127k
Workplace
Hybrid
Employment
Full_time
Location
London
Posted
1 month ago
Summary
Quantitative Developer joining Wise's Treasury Markets Data Science team to operate production infrastructure for FX pricing, risk, and trading systems. The role uses Python, microservices, streaming technologies, and quantitative modelling across real-time financial markets systems.
Responsibilities
- Operate python microservices for quantitative models
- Monitor real-time pricing and risk systems
- Maintain shared quantitative libraries across services
- Build ci/cd pipelines and deployments
- Respond to incidents and analyse root causes
- Develop curve construction and pricing models
- Validate backtests and risk models
pythonmicroserviceskafkaflinkredisci/cdyield curvesfx forwardsvol surfacesvarstress testingscenario analysisbacktestingmodel validationterm structure modellingstochastic calculusmonte carlo methodsinterest rate curve bootstrappingalgorithmic executionsnowflakeicebergspark
fx pricingrisk modellingalgorithmic tradingcurve constructionquantitative infrastructurefinancial markets
