Job Description
A leading corporate banking and capital markets organisation is seeking an eFX Quant Researcher/Trader to join their team in London.
Main Purpose of the Role:
* To apply statistical methods to extract informational value from trade flow in order to optimize the pricing and liquidity to a diverse set of FX end users
* To research, test and implement quantitative price discovery and trading strategies for an electronic FX market making business
* To help grow the profitability of the business and client satisfaction through the quantitative analysis of proprietary data
* To risk manage the trading flow via the trading algorithms during Asian trading hours
Key Activities:
* Research new methods for systematically optimizing delivery of pricing and liquidity to clients
* Research new market making pricing strategies
* Research new risk management algorithms designed to efficiently and profitably control inventory levels generated from client flow
* Use market data from various trading venues as well as proprietary information to design and backtest systematic trading signals
* Coordinate with IT to bring new systematic trading strategies to production
* Stay up to date with the latest research on algorithmic trading
* Responsible for managing the global trading books during Asian hours, ensuring compliance with risk profiles and risk limits
* Identify client patterns and translate into strategic proposals to maximize the success of the global franchise
* Respond to sales/client queries in a timely and transparent fashion
Specialist Knowledge:
* Experience in applying quantitative techniques to optimise an electronic market making business
* Strong background in statistics and statistical programming
* Knowledge and experience with FX markets preferred
* High competency level with q/kdb+ and Java preferred
Formal education:
* Post graduate degree in a numerate field
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