Quant Leader – FX, Rates & Derivatives

Role Overview

We are seeking a highly skilled Techno-Functional Quant Leader with strong hands-on programming expertise and deep domain knowledge in FX, Interest Rate, and Derivatives products. The ideal candidate will drive quantitative model development, pricing analytics, and risk solutions while working closely with trading, risk, and technology teams.

This role requires both strong theoretical foundations and practical implementation experience.

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Key Responsibilities

• Lead development and enhancement of quantitative models for:

  • FX products

  • Interest Rate products

  • Derivatives (vanilla & structured)

• Design, implement, and optimize pricing, risk, and valuation models

• Develop and maintain production-grade code in Python or C++

• Work closely with Front Office, Risk, and Technology teams to deliver scalable quant solutions

• Perform model validation, backtesting, and performance optimization

• Contribute to architecture decisions for quant platforms

• Apply AI/ML techniques where relevant to improve pricing, forecasting, or risk analytics

• Mentor junior quants and provide technical leadership

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Required Qualifications & Skills

Technical Skills

• Strong hands-on experience in Python or C++

• Solid understanding of numerical methods and stochastic calculus

• Experience with model Validation / monitoring / development (e.g., Monte Carlo, PDEs, calibration techniques)

• Strong understanding of pricing models for FX and Interest Rate derivatives

Domain Expertise

• Deep knowledge of:

  • FX markets

  • Interest Rate products

  • Derivatives pricing & risk management

• Understanding of market risk, counterparty risk, and regulatory frameworks

AI/ML (Good to Have)

• Experience applying Machine Learning/AI in financial modeling

• Familiarity with ML libraries (e.g., scikit-learn, TensorFlow, PyTorch)

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Experience

• 12+ years of experience in Quantitative Analytics

• Proven experience in banking or financial services

• Prior experience in a leadership or senior quant role preferred

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Education

• Master’s or PhD in Quantitative Finance, Mathematics, Statistics, Physics, Engineering, or related field

• Competitive compensation