FX Options Quant Developer for Portfolio Optimisation

Robert Walters UK; Greater London; Hybrid; GBP 110,000 - 130,000; Full time

Job summary

A global financial services firm is seeking a Quant Developer for its Non-Linear Quantitative Solutions team. This role requires a strong knowledge of FX derivatives, particularly Vanilla FX Options, and involvement in designing and developing an FX Options portfolio optimization platform. Candidates should have strong communication skills and familiarity with regulated environments, while working closely with quantitative analysts. The position offers a hybrid working model with significant technical ownership and collaboration opportunities.

Benefits

High level of technical ownership

Close collaboration with front-office teams

Long-term platform build focus

Qualifications

• Strong working knowledge of FX derivatives, particularly Vanilla FX Options.
• Solid understanding of volatility surfaces and implied volatility.
• Exposure to machine learning or AI techniques applied to financial markets.

Responsibilities

• Design, develop, and enhance FX Options portfolio optimisation platform.
• Translate front-office trading and risk management requirements into algorithms.
• Support the build of efficient back-end systems and contribute to front-end usability.

Skills

FX derivatives

Machine learning or AI techniques

Communication skills

Ownership mindset

Education

Bachelor’s or Master’s in Mathematics, Financial Mathematics, Physics, Computer Science

Tools

KDB+/Q

Job description

A global financial services firm is seeking a Quant Developer for its Non-Linear Quantitative Solutions team. This role requires a strong knowledge of FX derivatives, particularly Vanilla FX Options, and involvement in designing and developing an FX Options portfolio optimization platform. Candidates should have strong communication skills and familiarity with regulated environments, while working closely with quantitative analysts. The position offers a hybrid working model with significant technical ownership and collaboration opportunities.