Primary Responsibilities: Working as part of a quant solutions team to develop an FX Option portfolio optimisation platform with full risk and valuation metrics. Understanding the clients risk management requirements and converting these into executable algorithms. Liaison with other risk managers and developers to build an efficient, robust system with user-friendly front end and back end database. Research & Development of approaches to solve new and existing problems Qualifications Skills / Experience Essential Working understanding of FX products including Vanilla Options and their related 1st and 2nd order risks. Solid knowledge in linear programming methods, statistic models, market standard stochastic models and volatility surface models. Bachelors or Masters degree in Mathematics, Financial Mathematics, Physics, Computer Science or other quantitative fields Strong programming skills in Python Excellent verbal and written communication skills Highly motivated with enthusiasm and willingness to take ownership Desirable Knowledge in recent machine learning / AI developments Knowledge in KDB/Q