Quantitative Researcher (Staff Data Scientist)

The Quantitative Researcher (Staff Data Scientist) position centres on conduct in-depth quantitative analysis to support pricing strategies and deliver insights on FX impacts on customer portfolios and products. It would suit someone who can bring strong professional approach to the role.

What the work leans on

We’ve got 13 million customers across the globe and we’re growing. Collaborate with engineering teams to implement models within the risk and trading platforms, ensuring scalability and operational efficiency.

Where the technical work sits

• Conduct in-depth quantitative analysis to support pricing strategies and deliver insights on FX impacts on customer portfolios and products.
• Proactively monitor and assess the customer impact of FX fluctuations, recommending risk mitigation strategies that align with customer needs and regulatory standards.
• Develop and maintain advanced FX risk models, leveraging cutting-edge quantitative techniques to assess and manage FX risks (scenario modelling, stress testing, BAU risk metrics).

Technical requirements

• Experience in interest rate and cashflow modelling, derivatives pricing (including exotic options), behavioural models.
• Real FX trading experience (especially with algorithms).
• Experience with building and maintaining backtesting engines and quantifying backtesting output using standard industry metrics ( Sharpe, Sortino).

What helps delivery stay steady

Strong professional approach.

Practical details

• Partner with product and operational teams to translate complex FX risk scenarios into actionable insights for customer-focused solutions.
• A strong product mindset with the ability to work in a cross-functional and cross-team environment.
• Strong Python knowledge. Ability to read through code, especially Java. Demonstrable experience collaborating with engineers.
• Strong knowledge in at least a few of the following areas: statistics, machine learning, linear algebra, optimisation.