Lead Data Scientist - Treasury Markets Quant

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 modeling, 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

• Opportunity to broaden the scope of work into traditional quant aspects
• Direct impact on Wise’s mission and millions of customers
• Collaborative work environment with diverse teams