Quantitative Researcher / Developer (Data Science) - Treasury FX
Wise · London
£91k–£127k4 weeks ago
HybridFull_timefx pricingfx risk managementquantitative trading
£91k–£127k
4 weeks ago
Salary
£91k–£127k
Workplace
Hybrid
Employment
Full_time
Location
London
Posted
4 weeks ago
Summary
Quantitative researcher or developer working on Python-based production systems for FX pricing, risk management and trading at Wise. The role covers quantitative modelling, backtesting, real-time systems and reliability across treasury FX operations.
Responsibilities
- Develop quantitative pricing and risk models
- Implement research models in production
- Validate and backtest model performance
- Deploy and monitor real-time pricing systems
- Build shared quantitative libraries
- Manage incident response and root-cause analysis
- Design market data pipelines and infrastructure
pythonsnowflakeicebergsparkkafkaflinkredisterm structure modellingstochastic calculusmonte carlo methodsinterest rate curve bootstrappingalgorithmic executionbacktestingout-of-sample validationvarstress testingscenario analysismicroservicesstreaming systemsreal-time data pipelinesevent-driven architecturesci/cd
fx pricingfx risk managementquantitative tradingmarket datatreasuryalgorithmic execution
