Fx QR/Trader
Selby Jennings London, United Kingdom Apply now
Posted: 4 days ago | Job Type: Flexible | Permanent | Salary: Negotiable
Quantitative Researcher / Trader - Mid-Frequency FX
Location: London
A top-tier hedge fund is looking to hire a Quantitative Researcher / Trader to join a high-performing team specialising in mid-frequency FX trading. This role sits within a well-established HFT team but is focused on diversifying into medium-term strategies (holding periods of days to weeks).
Why Join?
* Be the only mid-frequency researcher in an HFT team, giving you autonomy and ownership over your strategies.
* Work alongside one of the top FX traders and a highly skilled team of four, contributing to a growing effort in mid-frequency FX.
* Strong infrastructure and top-tier execution capabilities to support research and trading.
Key Responsibilities:
* Research and develop mid-frequency FX trading strategies, leveraging macro, fundamental, and statistical signals.
* Optimise execution strategies and collaborate closely with the HFT team to identify synergies.
* Analyse global macroeconomic data, interest rate markets, and related fixed income products (US Treasuries, European Government Bonds).
* Implement and backtest trading models in Python or C++, ensuring scalability and robustness.
Requirements:
* 3-7 years of experience in quantitative research or trading within mid-frequency FX or macro markets.
* Proven track record of alpha generation, ideally with a Sharpe of 3-5.
* Experience in a pod-based structure.
* Strong coding skills in Python or C++.
* Background in quant research, trading, or a Sub-PM role looking to step up.
* Master's or PhD in a STEM field (Mathematics, Statistics, Engineering, etc.).
This is a unique opportunity to shape the only mid-frequency FX strategy within a leading firm, offering exceptional room for growth.
If you're interested in learning more, reach out for a confidential discussion!
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