Dear all,
I have been retained by a Tier 1 Investment Bank, to find an experienced
High Frequency electronic FX Quant Trader to join their hugely
successful London FX e-trading quant team.
The bank has a large franchise business with high quality flow and this
team is responsible for the alpha generation off the back of this flow.
The team are looking for a driven and ambitious individual who can think
outside the box to quickly add value to their team. Main
responsibilities will include idea generation and researching of new and
innovative auto pricing and auto hedging algorithms to maximise returns.
The team has a flat hierarchy and the successful individual will be
given freedom to explore their own ideas in detail.
This is a strategic role which will allow the bank to grow its franchise
business and remain ahead of the game in this increasingly competitive
space. They have invested heavily in their IT and Infrastructure to
ensure there platform is one of the best in the industry.
Previous high frequency / quant research experience is essential
preferably in an eFX role. The ideal candidate will have a keen interest
in solving and understanding complex problems with exceptionally strong
data analysis and statistical skills, centred around large data sets
including Time Series Analysis, Market Microstructure, Order Book
Dynamics etc.
A PhD in a quantitative subject is an advantage and a strong
mathematical background including applied statistics, and dealing with
large data sets is essential. Strong programming skills are required
including C# / C++ and previous experience with R or a similar
statistical package.
Due to the continued success of this team, candidates can expect
excellent compensation including a strong bonus element.
Kind Regards
Andrew Clarke I Executive Search & Selection
M o n t a s h A s s o c i a t e s
Office: 02077496066
Mobile: 07921689547
Email: [log in to unmask]
Website: www.montash.com <http://www.montash.com/>
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