This is an 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 in real-time Market Making and you'll 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 market-making strategies, New eFX Algos, C++ & Python
- Research and create new models to monetize flow and automate market-making, and write the code that implements them
- Analyse and apply advanced statistical and machine learning methods across large data sets
- 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 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.
- Strong interpersonal skills for a highly collaborative team culture.