About The Position
We are seeking an exceptionally talented individual to join our DMFI Quant team as a quant researcher. Our mission is to deliver real-time and high-quality risk and analytical tools to support our Portfolio Management teams in their decision-making process. This role is your chance to be a key contributor in the development of our cross-asset analytics platform.
Requirements
- A MSc or PhD in a STEM discipline
- Very strong financial mathematical background (e.g. stochastic calculus)
- 5+ years development experience in both compiled language (C++, C#, Rust…) and Python
- 5+ years experience in financial institutions, preferably in a quant modelling role
- A deep technical knowledge of FX derivatives modelling including exotics
- Excellent algorithmic knowledge
- Track record of delivering projects from start to finish
- Excellent communication skills, both written and verbal
- Great problem solver
Nice To Haves
- An interest in continuous improvement and learning
- High level of attention to detail
- Strong sense of ownership
- Proven ability to think outside the box
Responsibilities
- Modelling, implementing and maintaining all aspects of our FX volatility analytics framework.
Benefits
- Direct impact: your code hits production daily and drives trading decisions
- Greenfield project: we are building a cutting-edge quant library
- Modern tooling: fully cloud-native developement stack (AWS, Prefect, Coder), automated CI/CD
- Small, elite team — high autonomy, rapid decision cycles, minimal bureaucracy
- Learning and educational offerings
- Opportunities to make an impact
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What This Job Offers
Job Type
Full-time
Career Level
Senior
