VP FX Quant Trader — Market Making & Pricing Strategy

Commerzbank AG; United Kingdom; On-site; GBP 90,000 - 140,000; Full time

Job summary

Commerzbank AG in the United Kingdom is seeking a quantitative finance professional to apply statistical methods and advanced programming to optimise pricing and liquidity for FX end users. You will work on electronic market making, risk management, and systematic trading strategies using Python, R, Matlab, and possibly q/kdb+ and Java.

The role involves research, backtesting, and collaboration with IT to productionise new strategies while staying current with algorithmic trading developments.

Qualifications

• Experience applying quantitative techniques to optimise an electronic market making business.
• Strong background in statistics.
• Knowledge and experience with FX markets.
• Proficiency with numerical computing languages (R, Matlab, Python); some experience with q/kdb+ and Java is preferred.

Responsibilities

• Research methods to systematically optimise delivery of pricing and liquidity to clients.
• Develop and test FX market making pricing strategies.
• Design risk management algorithms to control inventory from client flow.
• Backtest trading signals using market data and proprietary information.
• Coordinate with IT to productionise new systematic trading strategies.
• Stay updated with the latest research on algorithmic trading.
• Identify client patterns and translate into strategic proposals for the global franchise.
• Respond to sales and client queries in a timely and transparent manner.

Skills

Quantitative methods

Statistics

FX market knowledge

Numerical computing

Education

Postgraduate degree in a technical field

Tools

Python

R

Matlab

Java

q/kdb+

Job description

Commerzbank AG in the United Kingdom is seeking a quantitative finance professional to apply statistical methods and advanced programming to optimise pricing and liquidity for FX end users. You will work on electronic market making, risk management, and systematic trading strategies using Python, R, Matlab, and possibly q/kdb+ and Java.

The role involves research, backtesting, and collaboration with IT to productionise new strategies while staying current with algorithmic trading developments.