Shape FX risk measurement at Stripe with Python, SQL, and quantitative modeling across global currencies. This senior role is hands-on and production-focused.
As the senior quantitative lead for FX within Treasury Finance Data Science, you will build models and systems supporting liquidity, funding, counterparty risk, and foreign exchange. You will partner with Treasury, FX, Finance, and Engineering on forecasting, hedging, and decision tools. The work spans research, implementation, validation, and production operations.
Key Responsibilities:

Build FX exposure aggregation across entities and currencies
Develop VaR, Expected Shortfall, stress testing, and scenario analysis
Forecast FX exposures and multi-currency cash flows
Co-design hedge optimization and decision frameworks
Ship risk-critical systems into reliable production workflows
Requirements:

Quantitative finance, risk modeling, research, or data science experience
Direct exposure to FX, rates, or market risk
Strong statistics, probability, and time-series modeling foundation
Proficiency in Python and SQL
Experience moving models into production
Use quantitative research, FX risk expertise, and production-quality coding to inform Stripe Treasury and Finance decisions globally.

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Senior FX Quantitative Data Scientist