Quantitative Researcher - FX in London

Quantitative Researcher – FX (London, UK) Location: London, United Kingdom
Employment: Full-Time, On-Site
About the Role:
Our client, a leading multi-strategy hedge fund, is seeking a talented Quantitative Researcher – FX to join their Quant Technology team in London. You will play a key role in developing and supporting advanced analytics and pricing tools that drive FX trading decisions and risk evaluation across the organisation.
Key Responsibilities: Collaborate with quantitative teams across London, Geneva, and New York to maintain and enhance cross-asset pricing and risk libraries.
Partner with business stakeholders and otherants to deliver cutting-edge pre-trade, pricing and risk analytics tools specific to the FX market.
Translate quantitative models into production-ready code and analytical frameworks.
Support traders and portfolio managers with model insights, analytics and problem-solving.
Contribute to ongoing improvements in modelling methodology, tool robustness and performance.
Skills & Experience: 2+ years of experience in FX market modelling and derivatives pricing, with a strong understanding of market conventions.
Hands‐on experience with numerical methods such as Monte Carlo, finite differences, or similar approaches.
Professional programming experience in Modern C++ is highly desirable.
Strong analytical and problem‐solving skills, with a rigorous approach to quantitative research.
Excellent communication and teamwork skills, with the ability to work across global teams.
Why Join: Be part of a dynamic, technology‐driven team working with industry‐leading quantitative tools.
Engage in impactful work that supports real‐time trading and risk decisions.
Competitive compensation and opportunity for professional growth in a global financial hub.
Seniority level Associate
Employment type Full‐time
Job function Research and Finance

#J-18808-Ljbffr