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 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 judgment or prejudice, too. We want to work with the best people, no matter their background.
• If you're passionate about learning new things and keen to join our mission, you'll fit right in.
• 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.
• 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.