We are seeking an eFX Quant Trader to join our client, a major market maker in the FX space. This role sits at the intersection of quantitative research, systematic trading, and real-time risk management, focused on designing, implementing, and running automated pricing, hedging, and execution strategies across G10 and EM currency pairs.
Key Responsibilities
- Build and maintain quantitative pricing models (spot, forwards, swaps, FX options)
- Develop automated market-making and execution algorithms
- Manage real-time risk, skew, and hedging logic on electronic books
- Analyze microstructure and flow to improve quoting and internalization
- Backtest strategies on historical tick data before deployment
- Work with tech teams on latency, routing, and execution performance
- Monitor P&L, TCA, and slippage to refine algo performance
Requirements
- Degree in a quantitative field (Math, Stats, CS, Financial Engineering, or related)
- 3+ years in electronic/algorithmic trading, FX experience preferred
- Strong Python and/or C++ skills
- Solid grasp of FX microstructure, liquidity venues, and order types
- Experience with statistical modeling and backtesting on large tick datasets
Nice to Have
- Low-latency systems / FIX protocol knowledge
- Prior experience at a bank, hedge fund, or prop trading firm
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