A multi-billion dollar hedge fund client of ours is looking for a mid-level FX quant researcher to join their dynamic quantitative research and strategy team. You will be responsible for building and improving high frequency trading strategies under a senior portfolio manager.
Responsibilities will include:
- Develop and Implement local volatility models across FX and fixed income products
- Support for pricing, analytics and strategy implementation for FX and fixed income products
- Back testing and understanding of strategies including abstractions and requirements
- Development of their C++ based trading system to aid with library support, modelling libraries and trade execution
Ideal candidates should possess:
- Applied local stochastic volatility modelling experience
- 3+ years of experience working on a trading desk / front office desk with FX or other fixed income products
- MS/PhD in a Stem field. Computer science preferred
- Strong programming skills in Python or C++
If there is an interest, please click the APPLY NOW button below.