We are recruiting a Quant Developer to join a specialist Non-Linear Quantitative Solutions team within a global financial services environment. Key Responsibilities Design, develop and enhance an FX Options portfolio optimisation platform with full valuation and risk metrics Translate front-office trading and risk management requirements into robust, executable algorithms Implement and maintain models covering: Vanilla FX options pricing First and second order Greeks Volatility surface modelling Stochastic and statistical market models Apply optimisation and linear programming techniques to portfolio and risk problems Collaborate closely with quantitative analysts, developers and risk managers to deliver scalable, efficient solutions Contribute to ongoing quant research and model development, including testing and validation Support the build of efficient back-end systems and contribute to front-end usability where required Ensure solutions meet performance, robustness and governance standards in a regulated environment Required Skills and Experience Strong working knowledge of FX derivatives, particularly Vanilla FX Options Solid understanding of: Options Greeks (Delta, Gamma, Vega, etc.) Volatility surfaces and implied volatility Stochastic and statistical market models Portfolio optimisation techniques Strong Python programming skills in a quantitative context Experience developing production-grade quantitative systems Bachelor''s or Master''s