Quantitative Researcher / Developer (Data Science) - Treasury FX
Wise · London
£91k–£127k3 weeks ago
HybridFull_timeforeign exchangeFX pricingrisk modelling
£91k–£127k
3 weeks ago
Salary
£91k–£127k
Workplace
Hybrid
Employment
Full_time
Location
London
Posted
3 weeks ago
Summary
Join Wise’s Treasury FX Data Science team to build quantitative models and production systems for FX pricing, risk, and trading. The role combines quantitative modelling and engineering; the posting does not specify a work arrangement.
Responsibilities
- Develop and improve FX pricing models
- Build production services and shared quant libraries
- Validate and backtest models against realised outcomes
- Monitor and improve model and service performance
- Deploy systems and investigate production incidents
- Build real-time pricing and risk system reliability
pythonsnowflakeicebergsparkkafkaflinkredisterm structure modellingstochastic calculusmonte carlo methodsinterest rate curve bootstrappingbacktestingvarstress testingscenario analysis
foreign exchangeFX pricingrisk modellingalgorithmic trading
