Senior FX Derivatives Quantitative Researcher

Job Description

We are seeking a highly analytical and experienced Senior FX Derivatives Quantitative Researcher to join our quantitative trading team. This role focuses on the research, development, and implementation of systematic trading strategies across FX, Gold, and CFD instruments. The ideal candidate will possess a deep understanding of market microstructure and a proven track record in high-frequency or intraday strategy development.

Key Responsibilities

1. Strategy Research & Development

• Design and develop automated trading strategies for FX, Gold, and CFD derivatives.

• Explore diverse alpha sources including intraday momentum, mean reversion, statistical arbitrage, and market-making models.

• Implement volatility-based and order-flow trading strategies.

2. Backtesting & Quantitative Analysis

• Engineer and maintain robust backtesting frameworks using Python or C++.

• Conduct rigorous statistical validation including Monte Carlo simulations and Walk-Forward analysis.

• Perform hyperparameter optimization while ensuring model generalizability.

3. Risk Management & Execution Excellence

• Develop sophisticated risk control models focusing on Maximum Drawdown (MDD) mitigation.

• Optimize position-sizing algorithms and liquidity models to minimize market impact.

• Analyze slippage and execution latency to enhance trade performance.

4. Market Microstructure Research

• Analyze high-frequency Tick data and Order Flow to identify liquidity patterns.

• Study the impact of macro-economic indicators and session-specific behaviors on market volatility.

Job Requirements

Educational Background:

• Bachelor's degree or higher in Financial Engineering, Mathematics, Statistics, Computer Science, or Physics from a globally recognized top-tier university.

Technical Proficiency:

• Advanced programming skills in Python, C++, or Java.

• Expertise in quantitative libraries and databases: Pandas, NumPy, Statsmodels, Backtrader, and DolphinDB.

• Experience with trading interfaces such as FIX API, MT4/MT5, or Interactive Brokers (IBKR).

Professional Experience:

• Minimum 5 years of professional experience in quantitative trading.

• Specific expertise in FX, Gold, or CFD markets is highly preferred.

• Proven experience in High-Frequency Trading (HFT) or Intraday market-making.

Key Performance Indicators (KPIs):

• Demonstrated ability to maintain a Sharpe Ratio ≥ 2.0.

• Proven track record of managing Maximum Drawdown (MDD) within 15%.

• Capability to deploy and maintain multiple stable, profitable strategies concurrently.

Preferred Attributes:

• Experience with GPU-accelerated computing or C++ low-latency optimization.

• Strong background in Machine Learning (ML) applications for time-series forecasting.

• Familiarity with liquidity provision and market-making mechanics.