FX Options Products Trading

Job Id 114679 UniCredit S.p.
A Competence Line Client Solutions Markets Products MILANO Land Kontakt P&C CRM Professionals 67.500 77.750 This role supports all aspects of the Global FX business, with a primary focus on the analysis, risk management, and optimization of the Global FX Options (FXO) book. The successful candidate will be responsible for developing and applying quantitative models, pricing methodologies, and analytical tools to optimize trading activities and enhance the competitiveness of the Bank’s FX product offering across its global distribution network. The role also involves close interaction with the eFX business, contributing to the continuous improvement of electronic pricing, execution quality, and risk management across key currency pairs. What you'll be doing
- ?Develop and enhance risk metrics and quantitative tools to support the effective management of options trading books
- ?Deliver advanced quantitative analysis and pricing models across the full product range, supporting global sales and distribution platforms
- ?Apply strong statistical and mathematical techniques to analyze market behavior, assess risk, and identify trading opportunities
- ?Design, develop, and maintain sophisticated data models capable of handling large and complex datasets.
- Leverage expertise in data analytics, quantitative modelling, and machine learning techniques to generate actionable insights
- ?Explore and implement AI and Large Language Model (LLM) applications to solve complex business and trading-related challenges
- ?Support the trading desk in managing client flow activity by taking measured and controlled risk positions within approved limits and in accordance with the Bank’s policies and regulatory framework
- ?Monitor and interpret developments across global financial markets, translating market information into trading and risk management decisions
- ?Demonstrate excellent organizational and time management skills, ensuring the ability to prioritize effectively and perform under pressure while maintaining a high level of accuracy and attention to detail
- ?Work effectively both independently and as part of a collaborative team environment, showing strong initiative, ownership, and motivation in achieving business objectives
- ?Contribute to the continuous improvement of trading, pricing, and risk-management processes through innovation and analytical thinking