FX Options Quant Trader & Pricing Architect

HypoVereinsbank; Lombardia; On-site; EUR 68,000 - 78,000; Full time

Job summary

UniCredit S.p.A in Milano seeks a quantitative professional to support the Global FX business with focus on FXO analysis, risk management, and optimization. You will develop models, pricing methodologies, and analytical tools to enhance trading competitiveness and electronic pricing quality across the global network.

The role involves collaboration with the eFX team to improve risk management and pricing across key currency pairs, requiring strong analytical skills and the ability to implement

Qualifications

• Experience in quantitative analysis for FX or options trading is preferred.
• Strong mathematical background and ability to implement models.
• Proficiency in programming and data handling for large datasets.

Responsibilities

• Develop and enhance risk metrics and quantitative tools for options trading books.
• Deliver advanced quantitative analysis and pricing models across products.
• Apply statistical techniques to analyze market behavior and identify opportunities.
• Design and maintain data models handling large datasets.
• Leverage data analytics and ML to generate actionable insights.
• Explore AI/LLM applications to address trading challenges.
• Support the trading desk in risk-managed client flow and compliance.
• Monitor global markets and translate information into trading decisions.
• Collaborate effectively and drive process improvements in pricing and risk.

Skills

Risk metrics

Quant tools

Pricing models

Statistical methods

Data modelling

AI/LLM applications

Trading support

Market monitoring

Team collaboration

Tools

Python

R

SQL

ML libraries

Job description

UniCredit S.p.A in Milano seeks a quantitative professional to support the Global FX business with focus on FXO analysis, risk management, and optimization. You will develop models, pricing methodologies, and analytical tools to enhance trading competitiveness and electronic pricing quality across the global network.

The role involves collaboration with the eFX team to improve risk management and pricing across key currency pairs, requiring strong analytical skills and the ability to implement