eFX Quantitative Trader - VP
Job Description
Job purpose:
- 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
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, 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
- Knowledge and experience with FX markets
- Comfortable working with numerical computing languages (eg. R, Matlab, Python), some
experience with q/kdb+ and Java preferred
Education:
· Post graduate degree in a technical field