Quantitative Trading & Research - FX Quantitative Trading - Associate

The FX Quantitative Trading desk in New York is a dynamic team which focuses on principal systematic market making in spot FX.

Job summary:

As a Analyst or Associate within Quantitative Trading & Research (QTR) FX Quantitative Trading team, you will work as part of the QTR front-office team on the trading floor in New York.

Given the dynamic nature of the environment, this role is tailored for an individual who is responsible, independent and able to work in smooth coordination with the larger team to determine the desk's profitability.

You will get a chance to cover a wide range of responsibilities, these include designing trading and execution strategies; researching micro-patterns and trends; building, maintaining and upgrading applications & tools.

Job responsibilities:


* Build and maintain pricing, skewing, and hedging logic as well as the research tooling that calibrates it.


* Work closely with technology to develop cutting edge low latency infrastructure that meets business needs in a scalable manner.


* Intelligently utilize internal and non-public sources of data to improve pricing quality and risk management.


* Work with market tick data at scale - querying and managing historical data, building backtest pipelines, and parallelizing batch jobs for reporting across many currency pairs.


* Perform statistical analysis of portfolio performance to drive iterative improvements.


* Understands firm's approach and policies for managing risks in relevant business and applicable legal and regulatory rules, and follows policies

Required qualifications, capabilities, and skills:


* Degree in Engineering, Mathematics, Physics, or Computer Science


* Strong background in quantitative and statistical analysis (probability, regression modeling, time-series analysis, estimation and calibration)


* Apply sound engineering judgment in programming, with a primary focus on object-oriented programming languages (Java/C++ etc.) and Python.


* Exhibit excellent verbal and written communication skills, as this position involves frequent interaction with different teams in the firm and many non-technical users.


* Think strategically and creatively when faced with problems and opportunities.

Eagerly look for new ways of doing things and understand the benefits of leveraging the firm's scale.

Preferred qualifications, capabilities, and skills:


* Experience with kdb+/q and working with large data.


* Prior experience in FX, rates, or commodities electronic trading.


* Familiarity with low-latency/real-time systems and market microstructure.


* Experience of working with electronic trading venues.

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