Data Scientist, FX Quantitative Research

📋 Description

• Partner with the FX team to build and evolve FX risk measurement: exposure aggregation across
• Develop forecasting models for FX exposures and multi-currency cash flows. Quantify forecast
• Co-design hedge optimization and decision frameworks with the FX team that weigh hedge cost
• Build ML and statistical systems for trading and risk (signal research, anomaly detection on flows
• Own the production systems that generate decision-critical FX outputs, partnering with Engineering
• Partner deeply with Treasury Finance stakeholders to turn business questions into quantitative

🎯 Requirements

• PhD with 1-3 years, MS or MA with 2-6 years, or BS or BA with 4-8 years of data science or
• Hands-on quantitative experience at a bank, asset manager, hedge fund, trading firm, or similar
• Strong foundation in statistics, probability, and time-series modeling, plus working knowledge of
• Proficiency in Python and SQL. You write production-quality code, not just research scripts.
• Experience taking models or analytical systems from research into production
• Business acumen and the ability to turn complex analyses into clear, decision-ready insights