Job purpose:
- To research, test and implement quantitative pricing and trading strategies for an electronic FX market making business
- To provide daily support to various business stakeholders (eg traders, quants, sales) and help resolve any system issues as they arise
- To help grow the profitability of the business through the quantitative analysis of proprietary data
Key activities:
- Provide adequate support to the trading team in dealing with technical issues as they arise
- Monitoring of system health and prices generated by the trading platform
- Optimizing platform parameters and settings
- Research, prototype and back test new pricing and hedging strategies
- Coordinate with IT to bring new systematic trading strategies to production
- Assist in key system developments - pricing, hedging & position management & client tiering
- Identify client patterns and translate into strategic proposals to maximize the success of the global franchise
Formal education:
- Graduate degree in a technical field (ie Applied Mathematics, Statistics, Physics, Engineering, etc)
- Recent graduates with no more than 1 year of professional work experience (excluding internships)
Specialist knowledge (work experience, further qualification):
- Comfortable working with statistical analysis and back testing languages (eg. R, Matlab, Python), some experience with q/kdb+ and Java preferred
