• Permanent, Full time
  • Anson McCade
  • 2019-04-22
  • New York, NY, USA
  • Negotiable
  • Full time

Senior FX High-Freq Trader

My client is a leading high-frequency proprietary trading firm seeking to add a Senior FX High Frequency Quantitative Trader to one of their existing teams in New York. As a member of a trading team, you will be using their in-house trading system-one of the fastest and most comprehensive in the world-to develop and deploy algorithmic trading strategies based on patterns in market behaviour.

About the team

The team has profitable strategies in the low-latency, high-frequency FX space, and is looking to diversify and grow its FX strategy portfolio into last-look, spot/spot, and market-making strategies with a focus on holding times from 30 seconds to 15 minutes.

About the role

  • Researching and developing high-frequency trading algorithms focused on G10 currencies
  • Exploring trading ideas by analyzing market data and market microstructure for patterns
  • Creating tools for data analysis of patterns
  • Supporting the trading by contributing to the development of analytical computation libraries
  • Optimising and calibrating exchange simulators

About you

  • The ideal candidate will have:
  • A MSc/PhD from a top-tier university
  • 3+ years of research experience in high-frequency trading with an established FX desk
  • High confidence in their ability to create new strategies both independently and with team collaboration
  • A strong background in mathematics and statistics
  • Proficiency in back-testing, simulation, and statistical techniques
  • Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial
  • Knowledgeable of statistical models and signal generation
  • Strong programming skills in C++, MATLAB, and R

For further information do not hesitate to contact me at or on +44 (0)20 7780 6700