eFX Quantitative Analyst, VP
State Street's electronic foreign exchange offering is a core component of our product range, making markets directly with counterparts, on exchanges and e-trading venues around the globe. Since inception we have sustained a considerable growth trajectory, becoming a significant player in this space by expanding our market making, algorithmic and benchmark execution capabilities.
The business is now looking to sustain this growth with further significant investment into eFX, to take our business to the next level. As part of this investment, we have a remit to expand our quant team globally, including in our London office. We are seeking a VP level candidate with relevant eFX experience, to contribute to this next phase of growth by taking a substantial role in our EMEA team. All quants on the eFX desk are in a hybrid role of researcher, developer and book runner, and hence you will be in responsible for full algo lifecycle-from inception to production. The primary focus of the role is to help enhance our market making capabilities, specifically:
- Provide domain expertise on relevant areas of the business.
- Analyse proprietary order flow data to improve pricing and optimize risk management.
- Use public and proprietary data to identify new opportunities to increase trading volumes and generate new business.
- Support and enhance our expanding eNDF offering.
- Mentor and develop junior team members, with management responsibilities available for the right candidate
- MSc or PhD in Mathematics/Physics/Engineering/Data Science or similar
- Substantial experience in electronic foreign exchange, or electronic market making in another asset class
- Up to date knowledge of the latest forecasting and machine learning techniques
- Knowledge of a fast prototyping language such as Matlab, Python, R
- Working knowledge of an object orientated programming language such as Java is a plus
- Desire to work within a collaborative, team-driven environment
- Strong communicator: be comfortable explaining results to both technical and non-technical audiences
- Previous management experience a plus
This is an excellent opportunity to join an expanding team and become a key contributor in a business area fully supported by senior management.