FX EM Desk Strat (VP level)
Desk Strategists add value to the Firm by providing the trading and sales desk with superior analytical skills. Desk Strategists will collaborate with the traders on risk analysis, risk reporting, and value added trading strategies.
Responsibilities include:
• Creating pricing models and hedging strategies in the high-frequency space.
• Collaborating with traders and sales to analyze and advise on pricing and risk of algos and strategies.
• Collaborating with traders to analyze and identify revenue positive trading opportunities and minimize hedging costs.
• Finding opportunities to maximize PnL whilst providing a market-making service to clients
• Ability to leverage the flow information to maximize profitability of strategies.
Skills Required:
• PhD in a quantitative field.
• Prior experience working as an FX e-trading quant for a market-making desk at an investment bank.
• Strong skills in mathematics, especially statistics. Knowledge of machine learning techniques or support vector models.
• Strong hands on technology skills are a core requirement: C++, Java/Scala and statistical packages such as Mathematica or Matlab or R.
• Q/KdB experience is highly preferred. Experience in dealing with large data-sets.
• Understanding of the electronic markets, clients, ECNs and regulatory issues. Experience working closely with the spot desk and bookrunners and e-sales. Strong communication collaboration skills are necessary.
• Experience in implementing pricing and hedging strategies for high-frequency trading and ability to calibrate these strategies to large data sets is important.
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