Snr Quant Analyst, eFX Market Making Strategies (Director), LDN/SING/SYD Snr Quant Analyst, eFX Market Making Strategies  …

Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 24 Nov 21
Total to £300k + Benefits
Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 24 Nov 21
Total to £300k + Benefits
Posted by:
Craig Millar • Recruiter
Posted by:
Craig Millar
Recruiter
Excellent opportunity to join this Global Investment Bank’s high performing, Quant Strategy team to work on automated market-making strategies for their eFX business. This is a front-office revenue-generation role where you will work with their global franchise. Their respected global Quant Strategy team work on data, models, & algorithms with applications across derivative valuation and risk, automated trading, and data-driven decision-making. (Please indicate your preferred location)

Automated MM strategies, Price forecasting, Skewing, Bid/ask generation, Client segmentation, C++, Python, KDB, Data Science

KEY RESPONSIBILITIES:

  • Research and create new models to monetize flow and automate market-making, (including price forecasting, skewing, bid/ask generation, and client segmentation), and write the code that implements them
  • Analyse and apply novel statistical and machine learning methods 
  • Identify where quantitative techniques can be used to develop new business opportunities
  • Build close working partnerships with sales, trading and other stakeholders

ESSENTIAL SKILLS & EXPERIENCE:

  • 5 to 10 years in a related role, ideally at either a Hedge Fund or at a Bank with a large Flow (Preferably for FX but also will consider Warrants or Commodities)
  • Able to understand & apply good research, demonstrated by outstanding academic achievements
  • PhD in quantitative discipline (physics, maths, engineering etc.)
  • Programming skills in C++, Python and data science tools
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