eFX Quantitative Trader - VP

Job purpose:

· To apply statistical methods to extract informational value from trade flow in order to optimize the pricing and liquidity to a diverse set of FX end users

· To research, test and implement quantitative price discovery and trading strategies for an

electronic FX market making business

· To help grow the profitability of the business and client satisfaction through the quantitative

analysis of proprietary data

· To risk manage the trading flow via the trading algorithms

Key activities:

· Research new methods for systematically optimizing delivery of pricing and liquidity to clients

· Research new market making pricing strategies

· Research new risk management algorithms designed to efficiently and profitably control inventory levels generated from client flow

· Use market data from various trading venues as well as proprietary information to design and

backtest systematic trading signals

· Coordinate with IT to bring new systematic trading strategies to production

· Stay up to date with the latest research on algorithmic trading

· Responsible for managing the global trading books, ensuring compliance with risk profiles and

risk limits

· Identify client patterns and translate into strategic proposals to maximize the success of the global franchise

· Respond to sales/client queries in a timely and transparent fashion

Specialist knowledge:

· Experience in applying quantitative techniques to optimise an electronic market making business

· Strong background in statistics

· Knowledge and experience with FX markets

· Comfortable working with numerical computing languages (eg. R, Matlab, Python), some

experience with q/kdb+ and Java preferred

Education:

· Post graduate degree in a technical field