FX Quant Trader: Market-Making Algorithms & Strategy

Commerzbank AG; Slough; On-site; GBP 90,000 - 130,000; Full time

Job summary

Commerzbank AG in the United Kingdom seeks a postgraduate quantitative analyst to apply statistical methods to extract value from FX trade flow and optimize pricing and liquidity for a diverse client base.

You will research, test and implement quantitative price discovery and trading strategies for an electronic FX market making business, coordinating with IT to bring strategies to production and to manage risk across global trading books.

Qualifications

• Postgraduate degree in a technical field.
• Strong background in statistics and quantitative methods.
• Experience applying quantitative techniques to optimise electronic market making and FX trading.

Responsibilities

• Research new methods to optimize delivery of pricing and liquidity to FX clients.
• Design and backtest systematic trading signals and pricing strategies.
• Collaborate with IT to deploy strategies to production and manage risk.
• Stay updated with latest research on algorithmic trading and FX markets.
• Identify client patterns and translate into strategic proposals for the global franchise.
• Respond to sales/client queries in a timely and transparent manner.

Skills

Python

R

Matlab

Statistics

FX markets

Quantitative methods

Trading strategies

Education

Post graduate degree in a technical field

Tools

q/kdb+

Java

Job description

Commerzbank AG in the United Kingdom seeks a postgraduate quantitative analyst to apply statistical methods to extract value from FX trade flow and optimize pricing and liquidity for a diverse client base.

You will research, test and implement quantitative price discovery and trading strategies for an electronic FX market making business, coordinating with IT to bring strategies to production and to manage risk across global trading books.