eFX Quant Trader

Aptic Groupe; Greater London; On-site; GBP 90,000 - 140,000; Full time

Job summary

Aptic Groupe's client in London seeks an eFX Quant Trader at the intersection of quantitative research, systematic trading, and real-time risk management. You will design, implement, and run automated pricing, hedging, and execution strategies across G10 and EM currencies.

The role requires 3+ years in electronic/algorithmic trading, strong Python and/or C++, and a solid grasp of FX microstructure and liquidity venues.

Qualifications

• Degree in a quantitative field (Math, Stats, CS, Financial Engineering, or related).
• 3+ years in electronic/algorithmic trading, FX experience preferred.
• Strong Python and/or C++ skills.
• Solid grasp of FX microstructure, liquidity venues, and order types.
• Experience with statistical modeling and backtesting on large tick datasets.

Responsibilities

• Build and maintain quantitative pricing models (spot, forwards, swaps, FX options)
• Develop automated market-making and execution algorithms
• Manage real-time risk, skew, and hedging logic on electronic books
• Analyze microstructure and flow to improve quoting and internalization
• Backtest strategies on historical tick data before deployment
• Work with tech teams on latency, routing, and execution performance
• Monitor P&L, TCA, and slippage to refine algo performance

Skills

Python

C++

Quantitative analysis

FX microstructure

Backtesting

Education

Bachelor's degree in a quantitative field

Tools

FIX protocol

Job description

We are seeking an eFX Quant Trader to join our client, a major market maker in the FX space. This role sits at the intersection of quantitative research, systematic trading, and real-time risk management, focused on designing, implementing, and running automated pricing, hedging, and execution strategies across G10 and EM currency pairs.

Key Responsibilities

• Build and maintain quantitative pricing models (spot, forwards, swaps, FX options)
• Develop automated market-making and execution algorithms
• Manage real-time risk, skew, and hedging logic on electronic books
• Analyze microstructure and flow to improve quoting and internalization
• Backtest strategies on historical tick data before deployment
• Work with tech teams on latency, routing, and execution performance
• Monitor P&L, TCA, and slippage to refine algo performance

Requirements

• Degree in a quantitative field (Math, Stats, CS, Financial Engineering, or related)
• 3+ years in electronic/algorithmic trading, FX experience preferred
• Strong Python and/or C++ skills
• Solid grasp of FX microstructure, liquidity venues, and order types
• Experience with statistical modeling and backtesting on large tick datasets

Nice to Have

• Low-latency systems / FIX protocol knowledge
• Prior experience at a bank, hedge fund, or prop trading firm