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- Tasks: Join our team to develop innovative market-making strategies and enhance algorithmic trading in FX swaps and forwards.
- Company: Be part of a high-performing team at the forefront of electronic trading and quantitative research.
- Benefits: Enjoy a collaborative environment with opportunities for continuous learning and cutting-edge research.
- Why this job: This role offers a chance to work on impactful projects that drive improvements in trading strategies and profitability.
- Qualifications: You need 3+ years of experience in quantitative research, strong coding skills in kdb+, Python, and Java.
- Other info: Ideal candidates have a Master's or PhD in a quantitative field and possess excellent analytical skills.
The predicted salary is between 43200 - 72000 £ per year.
This team specialises in the electronic trading of FX swaps and forwards, leveraging advanced quantitative techniques to enhance market-making strategies and drive improvements in algorithmic trading. The ideal candidate will have strong expertise in quantitative research, coding proficiency in kdb+, Python, and Java, and a deep understanding of the FX swaps and forwards market. As a key member of this high-performing team, you will be responsible for conducting cutting-edge research in the FX swaps and forwards market-making space. You will work on a mixture of market-making strategies, algorithmic enhancements, and alpha research to support both principal and agency trading activities. The team operates at the forefront of statistical complexity, and you will collaborate closely with traders and quants in a high-calibre research-driven environment. Key Responsibilities: Market Making Strategy Development: Design and implement innovative market-making strategies for FX swaps and forwards, optimising pricing, liquidity provision, and execution in fast-paced, competitive markets. Algorithm Improvement: Work on enhancing existing algorithmic trading models and optimise their performance by incorporating novel quantitative techniques, improving execution efficiency and risk management. Alpha Research: Conduct in-depth research to identify new alpha signals and trading opportunities, integrating them into the trading system to improve profitability and competitiveness. Quantitative Analysis: Perform advanced statistical analysis, backtesting, and modelling of trading strategies, leveraging historical market data to develop robust models. Collaboration: Work closely with other quants, traders, and technology teams to integrate research findings in order to ensure seamless execution of trading strategies. Data-Driven Decision Making: Utilise large-scale market data and real-time trading information to guide decisions, providing a quantitative basis for trade execution and strategy adjustments. Continuous Improvement: Contribute to the development of cutting-edge techniques and methodologies in quantitative research and algorithmic trading to maintain a competitive edge in the eFX market. Key Requirements: Experience & Expertise: Experience (typically 3+ years) in quantitative research or electronic trading within FX swaps and forwards. Strong knowledge of FX market, market-making and trading strategies. Familiarity with principal and agency trading models, as well as their application in the FX space. Technical Skills: High-level proficiency in kdb+ (Q) and Python , with solid experience in Java . Strong background in statistical modelling, time series analysis, and high-frequency trading data. Familiarity with quantitative finance libraries, data analysis techniques, and backtesting platforms. Mathematical & Statistical Skills: In-depth understanding of advanced statistical methods, machine learning techniques, and time-series analysis as applied to quantitative trading and market-making. Expertise in model calibration, risk management, and optimisation techniques. Educational Background: A Master’s or PhD degree in a quantitative discipline such as Mathematics, Statistics, Computer Science, Physics, Engineering, or Finance. Soft Skills: Strong analytical, problem-solving, and communication skills. A team player with the ability to collaborate effectively with traders, other quants, and technology teams in a fast-paced environment.
Quantitative Researcher - eFX employer: Selby Jennings
Contact Detail:
Selby Jennings Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher - eFX
✨Tip Number 1
Familiarize yourself with the latest trends and developments in the FX swaps and forwards market. This will not only enhance your understanding but also allow you to engage in meaningful discussions during interviews.
✨Tip Number 2
Brush up on your coding skills, especially in kdb+, Python, and Java. Consider working on personal projects or contributing to open-source projects that involve quantitative research or algorithmic trading to showcase your proficiency.
✨Tip Number 3
Network with professionals in the eFX space. Attend industry conferences, webinars, or local meetups to connect with traders and quants, which can provide valuable insights and potentially lead to job referrals.
✨Tip Number 4
Prepare to discuss your experience with statistical modeling and backtesting. Be ready to share specific examples of how you've applied these techniques in previous roles, as this will demonstrate your hands-on expertise.
We think you need these skills to ace Quantitative Researcher - eFX
Some tips for your application 🫡
Highlight Relevant Experience: Make sure to emphasize your experience in quantitative research and electronic trading, particularly within FX swaps and forwards. Use specific examples to demonstrate your expertise in market-making strategies and algorithmic trading.
Showcase Technical Skills: Clearly outline your proficiency in kdb+, Python, and Java. Include any relevant projects or experiences that showcase your coding skills and familiarity with statistical modeling and data analysis techniques.
Demonstrate Analytical Abilities: Provide examples of how you've applied advanced statistical methods and machine learning techniques in previous roles. Highlight your problem-solving skills and ability to conduct in-depth research to identify alpha signals.
Tailor Your Application: Customize your CV and cover letter to align with the job description. Mention your educational background in a quantitative discipline and your soft skills, such as teamwork and communication, which are crucial for collaboration in a high-caliber research-driven environment.
How to prepare for a job interview at Selby Jennings
✨Showcase Your Technical Skills
Be prepared to discuss your proficiency in kdb+, Python, and Java. Highlight specific projects or experiences where you utilized these languages, especially in the context of quantitative research or algorithmic trading.
✨Demonstrate Market Knowledge
Familiarize yourself with the FX swaps and forwards market. Be ready to discuss current trends, challenges, and opportunities within this space, as well as how your expertise can contribute to innovative market-making strategies.
✨Prepare for Quantitative Analysis Questions
Expect questions that test your understanding of statistical methods, machine learning techniques, and time-series analysis. Practice explaining complex concepts clearly, as communication is key in a collaborative environment.
✨Emphasize Collaboration and Teamwork
Since the role involves working closely with traders and other quants, be prepared to share examples of how you've successfully collaborated in past roles. Highlight your ability to integrate research findings into practical trading strategies.
