Our client is a German universal bank with a strong presence in the FX Markets in the ASEAN & APAC region looking at strengthening their eFX Trading team by enhancing statistical and quantitative analytic capabilities into the pricing, trade flow and risk management areas of eFX Trading. The firm aim to fulfil this through hiring a Senior eFX Quantitative Trader to join their Singapore office to either serve as an AVP or VP.
The key responsibilities of the Senior eFX Quantitative Trader include:
- Research and develop methods that can systematically optimise delivery of pricing and liquidity
- Research develop market-making pricing strategies
- Generate risk management algorithmic which could efficiently and profitably control inventory levels generated from client flow
- Source market data from various trading platforms to design and back test systematic trading signals
- Co-ordinate and collaborate with IT department to deploy systematic trading strategies to live production
- Keep up to date with research trends in algorithmic trading
- Manage global trading books during Asian hours, ensure compliance with risk profiles and limitations
- Identify and translate client patterns into strategic proposals to maximise the success of global franchise
- Work effectively with clients responding to queries in a timely, transparent and professional manner
The key requirements of the Senior eFX Quantitative Trader includes:
- Post-graduate degree in Quantitative field including Computer Science, Data Science, Engineering-related disciplines, Mathematics, Physics, Statistics or equivalent
- Experience working as an eFX Quantitative Trader or eFX/FX Trader
- Good research-focus in market making strategies
- Good knowledge of FX markets
- Good programming skills in Python, R, Matlab or equivalent
- Good experience in q/kdb+ and/or Java