eFX Quantitative Trader - VP

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