FX Quant Research Role

Our client is a leading quantitative trading firm specialising in short and mid-term systematic trading of futures and FX strategies. They are a direct member of key exchanges such as CME, ICE and Eurex.

The ideal candidate will have:

• 3-5 years quantitative research experience with a focus on pricing, alpha generation and hedging strategies at a market maker in FX and base metals  
• Design and implement complex quantitative models and automated trading algorithms
• Collaborate with Traders and Quant Researchers to optimize and improve trading strategies
• Very Strong understanding of market microstructure in foreign exchange
• Proven ability to analyze large amounts of data and draw useful commercial conclusions
• Comfortable with full Strategy development, simulation, back-testing and implementation
• Perform statistical analysis of algorithmic order executions or market-making activity to drive iterative improvements
• Intelligently utilize internal and non-public sources of liquidity to minimize the impact of order execution
• Strong academic background in Computer Science or an analytical field such as Mathematics, Physics, Engineering, etc. 
• Strong software engineering background
• Hedging strategies at a market maker in FX and base metals --> FX and/or Precious metals
• Design and implement quantitative models and automated trading algorithms
• A deployable profitable trading strategy in FX or futures markets
• Excellent Return on Capital (ROC)
• A proven track record
• Experience at a proprietary trading firm, hedge fund or bank
• Degree from a top college or university Programming skills in Python/C++

Compensation/Benefits:

• Competitive base salary
• Highly competitive PnL payout
• Medical/dental benefit package
• Pension Plan and Insurance benefits
• Casual and friendly work environment in a great neighbourhood / remote working.