The program follows an agile delivery model, working closely with Trading and Quant teams, combining strong technical and functional expertise to ensure high-quality deliverables aligned across all geographies.
As an FX Analyst, you will own the definition and analysis of business requirements, driving robust, scalable solutions within a consolidated agile team. This is an exciting opportunity to build and evolve capabilities that keep the FX and Options business competitive. The role blends technical knowledge (in-house valuation architecture, market data integration, distributed pricing) and deep functional expertise in linear and non-linear FX and Options instruments and their pricing.
Gather, structure, and prioritize business requirements from Trading, Quants and other teams (FX Cash & Options).
Document end-to-end trade lifecycle: capture, pricing, booking, risk, lifecycle events (fixings, expiries, exercises, barrier monitoring).
Analyze and classify errors from logs (MxML Exchange, pricing engines, market data loaders).
Align pricing models with internal architecture (Black-Scholes, Local Vol, Stochastic Vol: Heston/SABR; Partner with Quants to integrate pricing engines and market data (FX forward curves, interest rate curves, volatility surfaces, correlation matrices).
Produce and validate functional specifications for enhancements (risk views, Greeks, scenario analytics, P&L explain).
Coordinate UAT including edge cases for exotics (knock-in/out, digitals, touch, quanto, multiasset).
Scripting (Python / Shell (bash), Unix) for log parsing and diagnostic utilities.
Basic SQL for consistency queries (trades, market data snapshots)
Technical knowledge about parallel computing and evaluation (AWS/Azure)
Jira / Confluence (requirements & incident management).
Log & monitoring tools (Grafana, Elastic, Kibana)
Support valuation tests and model comparisons4
Barrier (Up/Down In/Out), Digital, Touch/No-Touch, Asian, Cliquet, Quanto, Correlation, Structured combinations (Risk Reversals, Seagulls, Strangles, Straddles).
Lifecycle events: fixings, premium, settlement, exercise windows, barrier observations.
Greeks: validate coherence across data, models, and outputs.
drive resolution without constant supervision.
English Fluent (minimum B2)
Spanish will be a plus but not mandatory
We provide high-impact consulting across five key domains:
Quantitative Finance — Model design, implementation and validation.
Data & AI — Data optimisation and AI adoption with strong governance.
Digital & Technology — Cloud, engineering, automation and digital solutions.
Transformation — Change management and large-scale delivery programmes.
Built on excellence, collaboration and innovation, Quanteam partners with clients to strengthen resilience, accelerate transformation and build future-ready capabilities.
Competitive salary and performance bonus
Private medical insurance, including mental health support
Cycle to work, Perks at work, Home and tech
Training and development opportunities