Quantitative Trading Analyst , FX & DA Trading, SPOT

AI overview

Implement quantitative research initiatives while managing proprietary pricing systems and collaborating with cross-functional teams to enhance trading operations.

The candidate will join the FX & DA Trading department, which serves the bank’s electronic trading business acting as principal counterparty in OTC venues and CLOBs, and particularly the SPOT liquidity team.

As a team we:

contribute to the bank’s commercial goals by managing our proprietary pricing, execution, and internalization systems
provision competitive Spot liquidity while meeting internal risk policies
ensure a gainful network of trading counterparties
drive the bank’s ongoing investments in systematic capacities, in collaboration with software engineers and IT
drive the quantitative research initiatives relevant to its business scope
facilitate new business initiatives in collaboration with various internal teams
ensure excellent service quality and engage in its continuous improvement

You will play a primary role in implementing the team’s quantitative research roadmap, but also contribute to the team’s day-to-day duties. In this context, you may interact with clients and collaborate with colleagues in other departments e.g. relationship managers, quant researchers and a consulting academics, software engineers and IT experts.

Moreover, the role includes ad hoc data exploration/visualization and reporting to address Traders’ needs.

3+ years trading experience in a sell-side electronic trading firm/bank is a strong plus
MSc/PhD in a STEM discipline from top ranked university
Strong analytical and modelling skills suitable to financial tick-data
Familiar with Machine Learning methods applied to financial predictions
Strong in Python, especially with libraries relevant to large data-sets
In-depth understanding of relevant market microstructure aspects such as:
- the relationship between risk inventory, liquidity, spreads, volatility, credit, volumes
- the resulting economics between liquidity providers and consumers
Able to multi-task under pressure while maintaining focus on accuracy
Available to deliver on time
Self-driven, structured, attention to detail, team-oriented
Excellent communication skills and able to develop relationships with interdisciplinary people
Fluent in English