Highly successful Global Team requires a VP eFX Algorithmic Quant to work within their eFX business The team is responsible for designing financial models and valuation tools to support a high frequency market-making business, working closely with IT from implementation through to production

Experience:

• 3-5 years eFX Experience in HFT at a top tier Bank or 'buy side' institution
• Exposure to the practicalities of pricing and auto hedging large eFX volumes
• Specialist in design & development of front-office software and Algo trading platforms, market adapters, FIX, monitoring & analysis tools
• Understanding which parameters to 'tweak' to ensure maximum profitability and low latency
• Experienced in portfolio construction, optimization, risk modelling, simulations and related research and analytics
• Ability to develop and enhance hedging algorithms
• Work as part of a tightly knit Global team in collaboration with the FX business, FX Quant Research and IT
• Specialist in Low Latency
• Familiarity with cutting edge investment research techniques
• Client exposure

Skills

• Quant/ Math specialist (emphasis on Quant side programming knowledge is not essential but preferred)
• Knowledge of Emerging Markets would be extremely beneficial
• Java preferred or C++
• Back testing
• Kdb+ (q,k), FIX

Academia

• PhD or High Level qualification in quantitative area.