Lead Data Scientist (Quant) - Treasury FX

Requirements

• 4+ years building and maintaining production Python systems
• Strong experience with microservices, databases, and production infrastructure
• Experience with streaming systems, real-time data pipelines, or event-driven architectures (Kafka, Flink, Redis etc.)
• Quantitative background - maths, physics, engineering, or finance - you can read a model and reason about correctness
• Experience with testing, monitoring, and debugging complex systems under load
• A product mindset - you think about who uses your systems and why
• Clear communicator who can work cross-functionally with other quants, analysts, traders, product managers, and engineers

Nice to Haves

• FX or financial markets experience
• Term structure modelling, stochastic calculus or Monte Carlo methods
• Interest rate curve bootstrapping
• Algorithmic execution experience
• Data lake or warehouse experience (Snowflake, Iceberg, Spark etc.)

What you'll be doing

• Real-time curve construction (yield curves, FX forwards, vol surfaces)
• Pricing models for new instruments and products
• Trading strategy development and optimization
• Risk modeling alongside the Risk team (VaR, stress testing, scenario analysis)
• Backtesting frameworks and model validation
• Customer behavior modeling, pricing strategy, and product launch support
• Collaborating with product teams to translate quantitative insights into customer-facing decisions

Perks and Benefits

• We’re people without borders — without judgement or prejudice, too. We want to work with the best people, no matter their background. So if you’re passionate about learning new things and keen to join our mission, you’ll fit right in.
• Also, qualifications aren’t that important to us. If you’ve got great experience, and you’re great at articulating your thinking, we’d like to hear from you.
• And because we believe that diverse teams build better products, we’d especially love to hear from you if you’re from an under-represented demographic