We are seeking a highly skilled and motivated Quant Developer to join our Foreign Exchange (FX) Technology team within the Global Markets division of a leading investment bank. The ideal candidate will work at the intersection of quantitative research and high performance technology, building robust, low latency systems that power FX trading and analytics. You will collaborate closely with quantitative analysts, traders, and technologists to implement and optimize statistical models that drive our FX business.
Collaborate with quantitative researchers to translate statistical models into efficient and reliable production code.
Develop and maintain high-performance pricing, risk, and analytics engines for FX spot, forwards, swaps, and options.
Design and implement low-latency, scalable infrastructure for real-time data processing and trading strategy execution.
Optimize algorithms for speed and robustness across a variety of market conditions and asset types.
Ensure rigorous testing, documentation, and version control in all production code.
Partner with trading desks and quantitative teams to understand evolving business needs and enhance model capabilities accordingly.
Contribute to architectural and strategic discussions on platform evolution and design.
Design, develop, and optimize performant code for FX trading applications based on statistical and machine learning models.
Implement and maintain high-frequency and low-latency trading systems that align with business objectives and regulatory requirements.
Collaborate closely with quantitative analysts, traders, and risk managers to translate complex mathematical models into robust software solutions.
Develop tools for pricing, forecasting, and risk analytics in FX markets using advanced statistical techniques.
Ensure software reliability, scalability, and fault tolerance in production environments.
Conduct rigorous testing, debugging, and performance profiling to guarantee the accuracy and efficiency of all implementations.
Stay ahead of emerging technologies and trends in FX trading and apply relevant advancements to improve existing systems.
Strong programming skills in C++, Python, or Java, with a focus on performance and reliability of low latency solutions
Deep understanding of numerical methods, probability theory, statistical modelling, machine learning and numerical techniques.
Experience with parallel computing, low-latency systems, or real-time data feeds (e.g. Market data handling).
Familiarity with FX products (spot, forwards, NDFs, options) and pricing models.
Strong grasp of computer science fundamentals including data structures, algorithms, and multithreading.
Advanced degree (Master or PhD) in Computer Science, Finance, Mathematics, Physics, or a related quantitative field.
Experience
3 to 10 years of experience in quantitative development, preferably in FX or broader FICC trading environments.
Experience working in a front office or research aligned quant dev role at a bank, hedge fund, or trading firm.
Proven experience in developing performant code for trading systems, preferably in FX or similar financial markets.
Exposure to quantitative finance concepts, including derivatives pricing, portfolio optimization, and market risk analytics.
Experience with distributed systems and cloud based architectures.
soft Skills
Excellent problem solving and analytical thinking skills.
Strong communication skills to interface with traders, quants, and technology teams.

Please refer the Job description for details