FX Systematic Market Making Quantitative Researcher FX Systematic Market Making Quantitative  …

Anson McCade
in New York, NY
Permanent, Full time
Last application, 03 Dec 21
perfomance based bonus
Anson McCade
in New York, NY
Permanent, Full time
Last application, 03 Dec 21
perfomance based bonus
Great opportuntity to join a systematic market making team for a tier 1 bank.

FX SMM Quantitative Researcher - Assoc/VP

NYC/London based

SMM is a systematic market making business covering a wide range of products: FX, Commodities, interest rates, credit. As an automated trading business, they manage the financial as well as operational risks inherent in this endeavor. Our client are looking for someone to work on the quantitative research aspect of market making. The successful candidate will focus on specific asset classes, e.g. FX, and work on improving our pricing and hedging capabilities, analyze client trading behavior, model market impact, etc.

Responsibilities:

  • Generate ideas for models and strategies to improve pricing and risk-management.
  • Build, test and deploy those strategies in a fast-paced production environment.
  • Manage the operational risks inherent in a fast-moving automated trading business.
  • Collaborative working with colleagues across business lines and across regions.
  • Work productively with people outside the electronic trading business, e.g. other traders, strats and engineers in the firm.
  • Understand the regulatory and supervisory environment and demonstrate ownership of our obligations and responsibilities under this.

Requirements:

  • Strong academic background in Computer Science or an analytical field such as Mathematics, Physics, Engineering, etc.
  • Proven ability to analyze large data sets and draw useful commercial conclusions.
  • Development in real-time algorithmic systems. Familiarity with Java and Python preferred, though not absolutely essential. In the absence of these, strong familiarity with alternative languages is essential to demonstrating an ability to develop production code.
  • Ability to communicate and work collaboratively within their own team and with other parts of the firm, e.g. voice trading, other technology teams and functions like economic research which have varying levels of technical knowledge.
  • Demonstrated understanding of and engineering of a safe operating environment, particularly regarding the control environment around electronic trading.

Preferred Experience:

  • Experience working on FX Market making and execution
  • Low-latency Java
  • Know your way around a Linux terminal.
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