Front-Office FX Quant: High-Impact Pricing (C++/Python)

A top-tier macro fund in New York is seeking an experienced FX Quantitative Researcher to build high-performance pricing models that directly impact trading. This role involves developing FX and macro derivatives models using a modern C++ (C++20) and Python stack. Ideal candidates have a strong quantitative background, experience in derivatives pricing, and proficiency in both C++ and Python. The role offers significant responsibility and the opportunity to influence trading decisions in real-time. #J-18808-Ljbffr