eFX Quant Trader

Responsibilities:

• Perform statistical analysis of algorithmic order executions or market making activity to drive iterative improvements.
• Intelligently utilize internal and non-public sources of liquidity to minimize the impact of order execution.

• Design and implement complex quantitative models and automated trading algorithms
• Collaborate with Traders and Quant Researchers to optimize and improve trading strategies

Requirements

• 3+ years quantitative research experience with a focus on pricing, alpha generation and hedging strategies at a market maker in FX and base metals

• Very Strong understanding of market microstructure in foreign exchange
• Proven ability to analyze large amounts of data and draw useful commercial conclusions.
• Comfortable with full Strategy development, simulation, back-testing and implementation
• Strong academic background in Computer Science or an analytical field such as Mathematics, Physics, Engineering, etc.

• Strong software engineering background.