Quantitative Researcher — FX & Macro

The Role

Our FX desk prices G10 and EM currency risk continuously through the global session. You will build the models that decide — every millisecond — how we quote, hedge, and hold, and the macro overlays that position the book around data releases and policy events.

What You'll Do

• —Model FX spot and forward dynamics across fragmented ECN and bank liquidity
• —Design inventory and internalization models for the market-making book
• —Research systematic macro signals around central bank and data events
• —Collaborate with the prediction markets desk on event-driven pricing

What We Require

• —Advanced quantitative degree or equivalent research experience
• —Fluency in time-series methods, filtering, and state-space models
• —Strong Python; ability to reason about latency-sensitive systems

Nice to Have

• —Experience in OTC or FX markets
• —Familiarity with Bayesian inference at scale