e-Quant

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • UniCredit
  • 12 Sep 17

Job Purpose/Summary: Development and implementation of quantitative models, algorithms and risk analytics for Markets trading of FX cash as well as FX derivatives Contribute to the development and transformation of trading-related digital initiatives

Key Responsibilities/Accountabilities:
Functional: (role-related responsibilities)

  • Development, analysis and implementation of quantitative models and tools for FX derivatives and FX flow trading in the respective Markets trading business for pricing, quotation, execution and risk management (incl. higher automation) with quantitative toolboxes and connections to internal (e.g. trading, risk management, risk and regulatory reporting) and external systems/platforms with daily front office support for Markets trading business with respect to quantitative and digital topics (incl. evaluation of internal approvals (e.g. NPP) when new model or algorithm features are required)
  • Contribute to algorithmic, data analytics and machine learning initiatives on the trading side (FX trading)
  • Digital transformation of Markets trading business initiatives into quantitative and/or digital roadmaps (incl. analysis of digital business approaches and trends) in the area of FX trading

Person Specification

Knowledge:

  • FX derivatives and/or FX spot market
  • FX derivatives models and analytics and/or FX spot pricing and analytics
  • Machine learning techniques; eg pattern recognition, time series analytics and simulation, Markov chain techniques
  • C++

Knowledge Desirable:

  • Java, MatLab/R
  • kdb
  • Business intelligence tools

Skills:

  • Good communication skills
  • Excellent analytical and programming skills
  • Following deliveries through to completion
  • Curiosity, openness to change and innovation

Qualifications/Training:

  • University degree in mathematics, engineering, finance or other quantitative major

Qualifications/Training Desirable:

  • PhD

Previous Experience:

  • At least 2 years of experience as a front office FX quant

Previous Experience Desirable:

  • Experience in analytics and algorithm design in the context of e-trading

Other Requirements:

  • Fluent in English
  • Ability to work in a team
  • Delivery to tight deadlines
  • Interest in automation/digitalization in the financial services sector